Identification of linear discrete time systems using the instrumental variable method

@article{Wong1967IdentificationOL,
  title={Identification of linear discrete time systems using the instrumental variable method},
  author={Kwan Chui Wong and Elijah Polak},
  journal={IEEE Transactions on Automatic Control},
  year={1967},
  volume={12},
  pages={707-718}
}
This paper explores the possibility of using the instrumental variable method to estimate the parameters of linear time-invariant discrete-time systems. The existence of optimal estimates is established, methods for their approximate computation are given, and an on-line identification scheme based on recursive computation is proposed. Experimental results are included. 

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