Identification of linear discrete time systems using the instrumental variable method
- 1 December 1967
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 12 (6), 707-718
- https://doi.org/10.1109/tac.1967.1098734
Abstract
This paper explores the possibility of using the instrumental variable method to estimate the parameters of linear time-invariant discrete-time systems. The existence of optimal estimates is established, methods for their approximate computation are given, and an on-line identification scheme based on recursive computation is proposed. Experimental results are included.Keywords
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