On the L^ consistency of L^ 2 estimators

DOI10.1016/0167-6911(89)90098-4MaRDI QIDQ1825846zbMATH OpenOpenAlexFDO

Authors Peter E. Caines, Melike Baykal-Gürsoy

Publication date 1989

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6911(89)90098-4

zbMATH Keywords

least-squares estimatorsleast-squares approximations\(L^{\infty}\) approximation\(L^{\infty}\) consistentlong AR models

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

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Cites work

• scientific article; zbMATH DE number 3155190 (Why is no real title available?)
• scientific article; zbMATH DE number 4066707 (Why is no real title available?)
• scientific article; zbMATH DE number 65814 (Why is no real title available?)
• scientific article; zbMATH DE number 3238722 (Why is no real title available?)
• Asymptotic properties of black-box identification of transfer functions
• Consistent autoregressive spectral estimates

Cited in

(9)

• On criteria for c_n-consistency of estimators
• Estimation of analytic functions
• scientific article; zbMATH DE number 790618 (Why is no real title available?)
• scientific article; zbMATH DE number 2197665 (Why is no real title available?)
• A covariance extension approach to identification of time series
• On a strongly consistent estimator of the squared L_2-norm of a function
• Identification and control -- Closed-loop issues
• scientific article; zbMATH DE number 895832 (Why is no real title available?)
• On identification of stable systems and optimal approximation

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