The convergence of a modified form of the IV 6nstrumental-variable) recursion (actually a case of the integral adaptation algorithm of Landau) for the parameters of a scalar transfer function time series model is considered. It is known that this algorithm requires at least a positive real condition
A factored form of the instrumental variable algorithm
β Scribed by Shaohua Niu; D. G. Fisher; Deyun Xiao
- Publisher
- John Wiley and Sons
- Year
- 1993
- Tongue
- English
- Weight
- 643 KB
- Volume
- 7
- Category
- Article
- ISSN
- 0890-6327
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