Strong convergence of the method of least squares (Q800885)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 3878817
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Strong convergence of the method of least squares |
scientific article; zbMATH DE number 3878817 |
Statements
Strong convergence of the method of least squares (English)
0 references
1983
0 references
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.
0 references
consistent estimation
0 references
least squares method
0 references
0.8014196157455444
0 references
0.7978203296661377
0 references
0.7925589680671692
0 references
0.7912889122962952
0 references
