Comments on the Wong and Polak minimax approach to accuracy optimization of instrumental variable methods
Petre Stoica, T. Söderström · IEEE Transactions on Automatic Control · 1982
Optimizing the accuracy of instrumental variable (IV) estimates on a minimax basis is discussed. Some flaws in an earlier approach of this kind are pointed out. It is indicated that the minimax approach to accuracy optimization of IV estimates, although conceptually attractive, will, in general, lead to intractable problems.