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Convergence of identification methods based on the instrumental variable approach

Söderström, Torsten (1974) In Automatica 10(6). p.685-688
Abstract
A class of identification methods, proposed in [3], are based on the instrumental variable principle. This correspondence contains a continued analysis of convergence of the parameter estimates of these methods. Alternative, sufficient conditions for convergence to correct values are given. It is also shown by construction of counter-examples that the methods do not converge under general conditions.
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author
publishing date
type
Contribution to journal
publication status
published
subject
in
Automatica
volume
10
issue
6
pages
685 - 688
publisher
Pergamon
external identifiers
  • scopus:49549154850
ISSN
0005-1098
DOI
10.1016/0005-1098(74)90089-2
language
English
LU publication?
no
id
f5bee29d-1873-48a0-ada4-c59044ae51b0
date added to LUP
2018-12-10 10:37:45
date last changed
2019-01-06 14:19:28
@article{f5bee29d-1873-48a0-ada4-c59044ae51b0,
  abstract     = {A class of identification methods, proposed in [3], are based on the instrumental variable principle. This correspondence contains a continued analysis of convergence of the parameter estimates of these methods. Alternative, sufficient conditions for convergence to correct values are given. It is also shown by construction of counter-examples that the methods do not converge under general conditions.},
  author       = {Söderström, Torsten},
  issn         = {0005-1098},
  language     = {eng},
  number       = {6},
  pages        = {685--688},
  publisher    = {Pergamon},
  series       = {Automatica},
  title        = {Convergence of identification methods based on the instrumental variable approach},
  url          = {http://dx.doi.org/10.1016/0005-1098(74)90089-2},
  volume       = {10},
  year         = {1974},
}