Convergence of identification methods based on the instrumental variable approach

Torsten Söderström

doi:10.1016/0005-1098(74)90089-2

Convergence of identification methods based on the instrumental variable approach

Torsten Söderström

Research output: Contribution to journal › Article › peer-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 language	English
Pages (from-to)	685-688
Journal	Automatica
Volume	10
Issue number	6
DOIs	https://doi.org/10.1016/0005-1098(74)90089-2
Publication status	Published - 1974
Externally published	Yes

Subject classification (UKÄ)

Control Engineering

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10.1016/0005-1098(74)90089-2

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title = "Convergence of identification methods based on the instrumental variable approach",

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 = "Torsten S{\"o}derstr{\"o}m",

year = "1974",

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T1 - Convergence of identification methods based on the instrumental variable approach

AU - Söderström, Torsten

PY - 1974

Y1 - 1974

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AB - 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.

UR - https://www.scopus.com/pages/publications/49549154850

U2 - 10.1016/0005-1098(74)90089-2

DO - 10.1016/0005-1098(74)90089-2

M3 - Article

SN - 0005-1098

VL - 10

SP - 685

EP - 688

JO - Automatica

JF - Automatica

IS - 6

ER -

Convergence of identification methods based on the instrumental variable approach

Abstract

Subject classification (UKÄ)

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