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]
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