On strong consistency of least squares identification algorithms

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1 September 1978

journal article
research article
Published by Elsevier in Automatica

Vol. 14 (5) , 505-509
https://doi.org/10.1016/0005-1098(78)90010-9

Abstract

No abstract available

Keywords

This publication has 7 references indexed in Scilit:

Consistency of the least-squares identification method
IEEE Transactions on Automatic Control, 1976
A unified sequential identification structure based on convergence considerations
Automatica, 1976
Asymptotic properties of dynamic stochastic parameter estimates (III)
Journal of Multivariate Analysis, 1974
Consistent Estimates of the Parameters of a Linear System
The Annals of Mathematical Statistics, 1969
Consistency and Limit Distributions of Estimators of Parameters in Explosive Stochastic Difference Equations
The Annals of Mathematical Statistics, 1961
On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
The Annals of Mathematical Statistics, 1959
On the Statistical Treatment of Linear Stochastic Difference Equations
Econometrica, 1943