Title :
Notes on the instrumental variable method
Author :
Ward, Rabab Kreidieh
Author_Institution :
University of Rhodesia, Salisbury, Rhodesia
fDate :
6/1/1977 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1977.1101531
