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Refined instrumental variable estimation: maximum likelihood optimization of a unified Box–Jenkins model

Young, Peter C.


For many years, various methods for the identification and estimation of parameters in linear, discretetime transfer functions have been available and implemented in widely available Toolboxes for MatlabTM. This paper considers a unified Refined Instrumental Variable (RIV) approach to the estimation of discrete and continuous-time transfer functions characterized by a unified operator that can be interpreted in terms of backward shift, derivative or delta operators. The estimation is based...[Show more]

CollectionsANU Research Publications
Date published: 2014-11-20
Type: Journal article
Source: Automatica
DOI: 10.1016/j.automatica.2014.10.126


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