Optimal Iv Identification and Estimation of Continuous-time Tf Models
نویسنده
چکیده
The paper outlines an optimal, maximum likelihood formulation of the continuoustime transfer function estimation problem and shows how the Refined Instrumental Variable (RIVC) algorithm provides an iterative solution to this problem. With the help of a simulation example, it then compares and contrasts the performance of the RIVC algorithm with that of two other, sub-optimal, continuous-time transfer function estimation procedures that have been suggested more recently. Copyright c © 2002 IFAC
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