Estimation of the number of observations in the sequential parameter identification of dynamical systems (Q1057824): Difference between revisions
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Revision as of 14:23, 15 February 2024
scientific article
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| English | Estimation of the number of observations in the sequential parameter identification of dynamical systems |
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Estimation of the number of observations in the sequential parameter identification of dynamical systems (English)
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1984
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We investigate the asymptotic properties of sequential parameter identification procedures for dynamical systems. We give a limiting relation, connecting the number of observations in a sequential procedure and the estimation accuracy and we establish the asymptotic normality of the successive estimates of the parameters of an autoregression process.
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asymptotic properties
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sequential parameter identification
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asymptotic normality
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autoregression
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