Description: Recursive algorithm to estimate model parameters using instrumental variables method. Auxiliary variables is estimated that in the case of the model error is related to an improvement of the noise matrix linear least squares estimation by introducing auxiliary variables.
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12.辅助变量法\BRINV.C
.............\BRMUL.C
.............\BRMUL.H
.............\Debug\IV.txt
.............\.....\M.TXT
.............\.....\result.txt
.............\.....\vc60.idb
.............\.....\vc60.pdb
.............\.....\WNOISE.TXT
.............\.....\辅助变量法.exe
.............\.....\辅助变量法.ilk
.............\.....\辅助变量法.obj
.............\.....\辅助变量法.pch
.............\.....\辅助变量法.pdb
.............\IV.txt
.............\M.TXT
.............\result.txt
.............\WNOISE.TXT
.............\辅助变量法.c
.............\辅助变量法.dsp
.............\辅助变量法.dsw
.............\辅助变量法.ncb
.............\辅助变量法.opt
.............\辅助变量法.plg
12.辅助变量法程序.doc
.............\Debug
12.辅助变量法