Two-stage IV-based estimation and parametrization selection for linear multivariable identification
作者:
G. O. CORRÊA,
K. GLOVER,
期刊:
International Journal of Control
(Taylor Available online 1987)
卷期:
Volume 46,
issue 2
页码: 377-401
ISSN:0020-7179
年代: 1987
DOI:10.1080/00207178708933905
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Previous work of the authors on the use of overlapping parametrizations of finite-difference equations in the identification of multivariable systems is continued. By considering numerical and accuracy issues, a two-stage, IV-based, joint parametrization-selection and parameter-estimation scheme is proposed. The parametrization selection seeks to ensure that the estimation problems are numerically well conditioned, whereas the second stage ensures statistical efficiency in certain circumstances.
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