The overdetermined recursive instrumental variable method
- 1 April 1984
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 29 (4) , 353-356
- https://doi.org/10.1109/tac.1984.1103531
Abstract
A recursive instrumental variable algorithm is derived for the overdetermined case in which the number of instruments is greater than the number of estimated parameters. In some applications, the algorithm provides improved parameter estimation accuracy, compared to the standard recursive instrumental variable method. The performance of the algorithm is illustrated by simulation results.Keywords
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