AN INSTRUMENTAL VARLABLE METHOD USING CORRELATION FUNCTIONS
Author:
Affiliation:

Clc Number:

TB533

Fund Project:

  • Article
  • |
  • Figures
  • |
  • Metrics
  • |
  • Reference
  • |
  • Related
  • |
  • Cited by
  • |
  • Materials
  • |
  • Comments
    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.

    Reference
    Related
    Cited by
Get Citation

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

Copy
Share
Article Metrics
  • Abstract:
  • PDF:
  • HTML:
  • Cited by:
History
  • Received:
  • Revised:
  • Adopted:
  • Online:
  • Published:
Article QR Code