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Convergence of identification methods based on the instrumental variable approach

✍ Scribed by T. Söderstöm

Publisher
Elsevier Science
Year
1974
Tongue
English
Weight
229 KB
Volume
10
Category
Article
ISSN
0005-1098

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✦ Synopsis

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T. SODERSTOMt

Snmmary--A class of identification methods, proposed in [3], am based on the instrumental variable principle. This correspondence contains a continued analysis of convergence of the parameter estimates of these methods. Alternative, sui~cient conditions for convergence to correct values are given. It is also shown by construodon of counter-examples that the methods do not converge under general conditions.

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