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The refined instrumental variable method. Unified estimation of discrete and continuous-time transfer function models

Young, Peter C


This paper describes the unified Refined Instrumental Variable approach to the time domain identification and estimation of both discrete-time (RIV) and continuous-time (RIVC) transfer function models. It demonstrates how this approach yields parameter estimates with optimal statistical properties for the Box-Jenkins and hybrid Box-Jenkins model forms on which the associated RIV and RIVC estimation algorithms are based. The performance of the algorithms, which can be implemented in en-bloc or...[Show more]

CollectionsANU Research Publications
Date published: 2008
Type: Journal article
Source: Journal Europeen des Systemes Automatisée
DOI: 10.3166/JESA.42.149-179


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