Refined instrumental variable estimation: Maximum likelihood optimization of a unified Box–Jenkins model
نویسندگان
چکیده
منابع مشابه
Refined instrumental variable estimation: Maximum likelihood optimization of a unified Box-Jenkins model
For many years, various methods for the identification and estimation of parameters in linear, discrete-time transfer functions have been available and implemented in widely available Toolboxes for Matlab. 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 b...
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ژورنال
عنوان ژورنال: Automatica
سال: 2015
ISSN: 0005-1098
DOI: 10.1016/j.automatica.2014.10.126