Title :
Instrumental Variable Algorithms for Multiple Input Systems Described by Multiple Transfer Functions
Author :
Jakeman, Anthony J. ; Steele, L.Paul ; Young, Peter C.
Abstract :
Instumental variable (IV) algorithms are presented for multiple input-single output systems where the characteristic polynomials of the transfer functions associated with each input are not constrained to be Identical. The refined version of the algorithm is seen to yield asymptotically efficient estimates. Some experimental data are analyzed to indicate the applicability of the approach.
Keywords :
Autoregressive processes; Convergence; Data analysis; Differential equations; Instruments; MIMO; Parameter estimation; Polynomials; Transfer functions; Yield estimation;
Journal_Title :
Systems, Man and Cybernetics, IEEE Transactions on
DOI :
10.1109/TSMC.1980.4308363