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Stoica, Petre; Söderström, Torsten

Optimal instrumental variable estimation and approximate implementations. (English) Zbl 0515.93055

IEEE Trans. Autom. Control 28, 757-772 (1983).
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Cited in 1 Review
Cited in 19 Documents

MSC:

93E10 Estimation and detection in stochastic control theory
62M20 Inference from stochastic processes and prediction
93E25 Computational methods in stochastic control (MSC2010)
62J10 Analysis of variance and covariance (ANOVA)
93E11 Filtering in stochastic control theory

Keywords:

parameter estimation; optimal instrumental variable method; consistent estimators; covariance matrix; multistep procedure
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