Convergence of identification methods based on the instrumental variable approach

Torsten Söderström

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Sammanfattning

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.
Originalspråkengelska
Sidor (från-till)685-688
TidskriftAutomatica
Volym10
Nummer6
DOI
StatusPublished - 1974
Externt publiceradJa

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