Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems (Q5903706)
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scientific article; zbMATH DE number 4060559
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| English | Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems |
scientific article; zbMATH DE number 4060559 |
Statements
Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems (English)
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1982
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Strong consistency and asymptotic normality of least squares estimates in stochastic regression models are established under certain weak assumptions on the stochastic regressors and errors. We discuss applications of these results to interval estimation of the regression parameters and to recursive on-line identification and control schemes for linear dynamic systems.
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adaptive control
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martingales
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Strong consistency
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asymptotic normality
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least squares estimates
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stochastic regression models
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interval estimation
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recursive on-line identification
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linear dynamic systems
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0.8805978894233704
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0.849044919013977
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0.8476429581642151
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0.8390172123908997
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