On the convergence of pseudo-linear regression algorithms

DOI10.1080/0020718508961207MaRDI QIDQ3705323zbMATH OpenOpenAlexFDO

Authors Petre Stoica, Anders Ahlén, Göte Solbrand, Torsten Söderström

Publication date 1985

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

Full work available at URL https://doi.org/10.1080/0020718508961207

zbMATH Keywords

convergence propertiespseudo-linear regression algorithmstability

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation and detection in stochastic control theory (93E10)

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Cites work

• A theoretical analysis of recursive identification methods
• Counterexamples to general convergence of a commonly used recursive identification method
• Eigenvalue location of certain matrices arising in convergence analysis problems
• Least Squares Variant of the Dhrymes Two-Step Estimation Procedure of the Distributed Lag Model
• On least squares algorithms for system parameter identification
• On positive real transfer functions and the convergence of some recursive schemes
• On the asymptotic accuracy of pseudo-linear regression algorithms
• Rapid parameter estimation algorithms using the ELS principle
• The convergence of AML
• The structure of simultaneous equations estimators

Cited in

(8)

• A covariance matching approach for identifying errors-in-variables systems
• Direct and indirect least squares methods in continuous-time parameter estimation
• Key regression from constrained pseudorandom functions
• ITERATIVE AND RECURSIVE ESTIMATION OF TRANSFER FUNCTIONS
• On the asymptotic accuracy of pseudo-linear regression algorithms
• Existence of stationary points for pseudo-linear regression identification algorithms
• Harder, Better, Faster, Stronger Convergence Rates for Least-Squares Regression
• Convergence analysis of an adaptive pseudolinear-regression notch filtering algorithm

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