Some asymptotic properties of multivariable models identified by equation error techniques

Paul van den Hof, Peter Janssen

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

2 Citations (Scopus)

Abstract

Some interesting properties are derived for simple equation error identification techniques, least squares and basic instrumental variable methods, applied to a class of linear time-invariant time-discrete multivariable models. The system at hand is not supposed to be contained in the chosen model set. Assuming that the input is unit-variance white noise, it is shown that the Markov parameters of the system are estimated asymptotically unbiased over a certain interval around t equals 0.

Original languageEnglish
Title of host publication1986 25th IEEE Conference on Decision and Control
Place of PublicationPiscataway
PublisherInstitute of Electrical and Electronics Engineers
Pages2006-2011
Number of pages6
Publication statusPublished - 1 Dec 1986

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