Song Shouxiang. AN INSTRUMENTAL VARLABLE METHOD USING CORRELATION FUNCTIONS[J]. Journal of Civil and Environmental Engineering, 1994, 16(4): 72-77. DOI: 10.11835/j.issn.1674-4764.1994.04.010.
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.