A two-stage instrumental-variable estimator for structured additive MIMO continuous-time systems is proven consistent and asymptotically efficient in open loop, with minimum variance among IV estimators in closed loop.
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Statistically Optimal Structured Additive MIMO Continuous-time System Identification
A two-stage instrumental-variable estimator for structured additive MIMO continuous-time systems is proven consistent and asymptotically efficient in open loop, with minimum variance among IV estimators in closed loop.