On the L^ consistency of L^ 2 estimators

DOI10.1016/0167-6911(89)90098-4zbMATH Open0684.93076OpenAlexW1483929611MaRDI QIDQ1825846FDOQ1825846

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

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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)

Cites Work

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• Consistent autoregressive spectral estimates
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• Asymptotic properties of black-box identification of transfer functions

Cited In (9)

• On criteria for c_n-consistency of estimators
• Estimation of analytic functions
• Title not available (Why is that?)
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• On identification of stable systems and optimal approximation

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