DocumentCode
844835
Title
The overdetermined recursive instrumental variable method
Author
Friedlander, Benjamin
Author_Institution
Systems Control Technology, Inc., Palo Alto, CA, USA
Volume
29
Issue
4
fYear
1984
fDate
4/1/1984 12:00:00 AM
Firstpage
353
Lastpage
356
Abstract
A recursive instrumental variable algorithm is derived for the overdetermined case in which the number of instruments is greater than the number of estimated parameters. In some applications, the algorithm provides improved parameter estimation accuracy, compared to the standard recursive instrumental variable method. The performance of the algorithm is illustrated by simulation results.
Keywords
Autoregressive moving-average processes; Parameter estimation, linear systems; Recursive estimation; Aerospace control; Automatic control; Control systems; Eigenvalues and eigenfunctions; Friction; Instruments; Nonlinear systems; Parameter estimation; Robot control; Taylor series;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1984.1103531
Filename
1103531
Link To Document