| AN INSTRUMENTAL VARLABLE METHOD USING CORRELATION FUNCTIONS |
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| 作者姓名： | Song Shouxiang |
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| 作者单位： | Faculty of Mechanical and Electrical Engineering |
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| 摘 要： | This paper introduces an instrumental variable method using estimates of corre-lation function including autocorrelation function of mcasurment noise to estimate the parameters oftransfer function. It is a three step estimation procedure. A higher estirnation accuracy can be ob-tained by selecting a model with appropriate order.
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| 关 键 词： | instrumental variable method.correlation function fransfer function |
AN INSTRUMENTAL VARLABLE METHOD USING CORRELATION FUNCTIONS |
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| Song Shouxiang.AN INSTRUMENTAL VARLABLE METHOD USING CORRELATION FUNCTIONS[J].Storage & Process,1994(4):72-77. |
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| Authors: | Song Shouxiang |
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| Institution: | Faculty of Mechanical and Electrical Engineering |
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| Abstract: | This paper introduces an instrumental variable method using estimates of corre-lation function including autocorrelation function of mcasurment noise to estimate the parameters oftransfer function. It is a three step estimation procedure. A higher estirnation accuracy can be ob-tained by selecting a model with appropriate order. |
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| Keywords: | instrumental variable method correlation function fransfer function |
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