Title :
The overdetermined recursive instrumental variable method
Author :
Friedlander, Benjamin
Author_Institution :
Systems Control Technology, Inc., Palo Alto, CA, USA
fDate :
4/1/1984 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1984.1103531
