Instrumental variable methods for system identification

Bibliographic Information

Instrumental variable methods for system identification

T. Söderström, P.G. Stoica

(Lecture notes in control and information sciences, 57)

Springer-Verlag, 1983

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Note

Bibliography: p. [227]-238

Includes index

Description and Table of Contents

Table of Contents

Preliminaries.- Basic and extended IV algorithms.- Consistency.- Accuracy.- Optimal IV estimators.- Optimal input design.- Summary of the analysis and hints for the user.- Case studies.

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