DocumentCode
824325
Title
Notes on the instrumental variable method
Author
Ward, Rabab Kreidieh
Author_Institution
University of Rhodesia, Salisbury, Rhodesia
Volume
22
Issue
3
fYear
1977
fDate
6/1/1977 12:00:00 AM
Firstpage
482
Lastpage
484
Abstract
The definitions of the instrumental variables method are investigated and the faulty and correct ones are identified. The consistent estimator of the covariance matrix of the estimates is derived and from it a concise proof for the optimal instrumental variables is obtained.
Keywords
Parameter estimation; Control systems; Covariance matrix; Distributed computing; Distributed control; Eigenvalues and eigenfunctions; Equations; Feedback; Instruments; Optimal control; Symmetric matrices;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1977.1101531
Filename
1101531
Link To Document