Convergence of identification methods based on the instrumental variable approach

Torsten Söderström

Research output: Contribution to journalArticlepeer-review

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.
Original languageEnglish
Pages (from-to)685-688
JournalAutomatica
Volume10
Issue number6
DOIs
Publication statusPublished - 1974
Externally publishedYes

Subject classification (UKÄ)

  • Control Engineering

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