Some observations on instrumental variable methods of time-series analysis

10.2514/3.1731

ASTROM K. J., 1966, Theory of Self Adaptive Control Systems

10.1016/0005-1098(71)90059-8

10.1147/rd.141.0041

BOX G. E. P., 1970, Time-Series Analysis, Forecasting and Control

CLARKE D. W., 1967, First IF AC Symposium on Identification in Automatic Control Systems

DHRYMES P. J., 1970, Econometrics

10.2307/2525666

EYKHOFF P., 1974, System Identification Parameter and State Estimation

FINNEGAN B.M., 1974, I.E.E.E. Trans, autom. Control, 19, 825, 10.1109/TAC.1974.1100719

HASTINGS-JAMES R., 1969, Proc. I.E.E.E., 116, 2057, 10.1049/piee.1969.0378

ISERMAN , R. BAUR , U. BAMBERGER , W. KNEPPO , P. , and SIEBERT , H. , 1973 ,Identification and System Parameter Estimation, edited by P. Eykhoff ( New York : American Elsevier; Amsterdam North-Holland ), p. 1086 .

JOHNSTON J., 1963, Econometric Methods

JOSEPH P., 1961, Trans. A.I.E.E., 80, 18

KALMAN R. E., 1958, Trans. A.S.M.E., 80, 468

KENDALL M. G., 1961, Advanced Theory of Statistics, 10.2307/3538355

LEVADI V. S., 1964, Int. Conference on Microwaves, Circuit Theory and Information Theory

MAYNE D. Q., 1967, Advances in Computer Control

NEETHLING , C. G. , 1974 , Ph.D. Thesis , Department of Engineering, University of Cambridge .

NEWMAN , S. P. , 1975 ,Computer Simulation of Water Resources Systems, edited by G. C. Vansteenkiste ( New York : American Elsevier ; Amsterdam North-Holland ), p. 59 .

PANDYA , R. N. , and PAOUREK , B. , 1973 ,Identification and System Parameter Estimation, edited by P. Eykhoff ( New York : American Elsevier ; Amsterdam: North-Holland) , p. 701 .

PANUSKA V., 1968, Proc. J.A.C.C.

PETERKA V., 1969, IFAC Congress

10.1080/00207177008931886

RUCKER R. A., 1963, I.E.E.E. Wescon Convention Record

SODERSTROM , T. LJUNG , L. , and GUSTAVSSON , I. , 1974 , Report No. 7427, Lund Institute of Technology, Division of Automatic Control .

STEIGLITZ K., 1964, I.E.E.E. Trans, autom. Control, 10, 461, 10.1109/TAC.1965.1098181

WHITEHEAD , P. G. , and YOUNG , P. C. , 1975 ,Computer Simulation of Water Resources Systems, edited by G. C. Vansteenkiste ( New York : American Elsevier ; Amsterdam: North-Holland ), p. 417 .

10.1109/TAC.1967.1098734

YOUNG , P. C. , 1965 a s, Report No. PCY/TN/1 , Department of Engineering, University of Cambridge ; 1965 b,Proc. I.E.E.E.,54, 1965; 1966,Theory of Self Adaptive Control Systems, edited by P. H. Hammond (New York Plenum Press) (Proc. of IFAC Symp., Teddington, 1965); 1968 a,Simulation,10, 125; 1968 b,Proc. Second Asilomar Conference on Circuits and Systems, Asilomar (New York I.E.E.E.), p. 416; 1968 c,Proc. Seventh I.E.E.E. Symposium on Adaptive Processes, U.C.L.A. (New York I.E.E.E.); 1969,IFAC Congress, Warsaw; 1970,Automatica,6, 271; 1974,Bull. Inst. Math. Applic,10, 209 .

YOUNG , P. C. , and HASTINGS-JAMES , R. , 1970 ,Proc. Ninth I.E.E.E. Symposium on-Adaptive Processes Decision and Control( New York : I.E.E.E. ) , p. IV.6.1 .

YOUNG , P. C. NAUGHTON , J. J. NEETHLING , C. G. , and SHELLSWELL , S. H. , 1973 ,Identification and System Parameter Estimation, edited by P. Eykhoff ( New York : American Elsevier ; Amsterdam: North-Holland ), p. 145 .

YOUNG , P. C. SHELLSWELL , S. H. , and NEETHLING , C. G. , 1971 , Report No. CUED/B-CONTROL/TR16 , Department of Engineering, University of Cambridge .

YOUNG , P. C. , and WHITEHEAD , P. G. , 1975 ,Computer Simulation of Water Resources Systems, edited by G. C. Vansteenkiste ( New York : American Elsevier ; Amsterdam: North-Holland) , p. 39 .