Brief paper: Instrumental variable method for systems with filtered white noise input

Authors:
Fryderyk Z. Unton
Affiliations:
Systems Research Institute, Polish Academy of Sciences, Newelska 6, 01-447 Warsaw, Poland
Venue:
Automatica (Journal of IFAC)
Year:
1985

Citing 3
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An instrumental variable method for real-time identification of a noisy process

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Abstract

The paper deals with the instrumental variable method identification of linear systems. The system input is assumed to be filtered white noise measured with additional unknown noise. The forward shifted inputs are used as instrumental variables and it is proved that consistency is obtained in this case.