Abstract
The paper outlines the development of time variable parameter (TVP) estimation as an approach to modelling time varying dynamic systems. It then describes one of the latest methods for estimating time variable parameters in transfer function models and shows how it overcomes problems associated with earlier methods based on the least squares estimation of time variable parameters in the more restricted auto-regressive, exogenous variables (ARX) model. This ‘dynamic transfer function’ (DTF) estimation methodology is a combination of recursive-iterative instrumental variable filtering and fixed interval smoothing algorithms.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
