On consistency of recursive least squares identification algorithms for controlled auto-regression models

DOI10.1016/j.apm.2007.07.003zbMath1156.93411OpenAlexW1995178203MaRDI QIDQ1007694

J. Martínez

Publication date: 24 March 2009

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2007.07.003

zbMATH Keywords

recursive identificationparameter estimationmodelingleast squaresconvergence properties

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Inference from stochastic processes (62M99) Asymptotic properties of parametric tests (62F05)

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