Convergence of least-squares dynamic system identification with finite-accuracy data

DOI10.1080/00207178408933288MaRDI QIDQ3338077zbMATH OpenOpenAlexFDO

Authors A. Niederliński

Publication date 1984

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207178408933288

zbMATH Keywords

least-squares estimatestochastic difference equation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12)

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Cites work

• Dynamic system identification. Experiment design and data analysis
• On the Statistical Treatment of Linear Stochastic Difference Equations
• Problems of identification and control
• System identification. A survey

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