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.
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宋寿祥.使用相关函数的辅助变量法[J].土木与环境工程学报(中英文),1994,16(4):72-77. Song Shouxiang. AN INSTRUMENTAL VARLABLE METHOD USING CORRELATION FUNCTIONS[J]. JOURNAL OF CIVIL AND ENVIRONMENTAL ENGINEERING,1994,16(4):72-77.10.11835/j. issn.1674-4764.1994.04.010