AN INSTRUMENTAL VARLABLE METHOD USING CORRELATION FUNCTIONS
Song Shouxiang
DOI:10.11835/j.issn.1674-4764.1994.04.010
Received ,Revised , Accepted , Available online July 01, 2015
Volume ,1994,Pages 72-77
- 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.