Strong convergence of the method of least squares (Q800885)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong convergence of the method of least squares |
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Strong convergence of the method of least squares (English)
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1983
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The problem of identifying an unknown vector by measuring on its linear combination in the presence of additive white noise is discussed. While the methods of stochastic approximation do not provide consistent estimation in this case, here it is proved that the least squares method gives consistent estimation.
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consistent estimation
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least squares method
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