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.
|Title of host publication||1986 25th IEEE Conference on Decision and Control|
|Place of Publication||Piscataway|
|Publisher||Institute of Electrical and Electronics Engineers|
|Number of pages||6|
|Publication status||Published - 1 Dec 1986|