The overdetermined recursive instrumental variable method
The overdetermined recursive instrumental variable method
复制标题
DOI：
10.1109/tac.1984.1103531
复制
发表时间：
1983-06
影响因子：
6.8
通讯作者：
B. Friedlander
中科院分区：
文献类型：
--
作者：
B. Friedlander
对于仪器个数大于估计参数个数的超定情形，给出了一种递推辅助变量算法。在某些应用中，与标准的递归辅助变量方法相比，该算法提供了更高的参数估计精度。仿真结果表明了该算法的有效性。
A recursive instrumental variable algorithm is derived for the overdetermined case in which the number of instruments is greater than the number of estimated parameters. In some applications, the algorithm provides improved parameter estimation accuracy, compared to the standard recursive instrumental variable method. The performance of the algorithm is illustrated by simulation results.