On convergence of least-squares identifiers of autoregressive models having stable and unstable roots

DOI10.1109/TAC.1980.1102472zbMath0468.93082MaRDI QIDQ3922591

Daniel Graupe

Publication date: 1980

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

autoregressive modelsleast-squares (LS) identification algorithmsleast-squares identifierssecond-moment-ergodic

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Identification in stochastic control theory (93E12) Stochastic stability in control theory (93E15)

Related Items (4)

Order selection statistical test for nonstationary AR models ⋮ On-line time- and frequency-domain identification of unstable processes ⋮ A comparative analysis of various least-squares identification algorithms ⋮ Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters

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