Least-squares identification for ARMAX models without the positive real condition

DOI10.1109/9.35285MaRDI QIDQ3472022zbMATH OpenOpenAlexFDO

Authors Dawei Huang, Lei Guo

Publication date 1989

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.35285

zbMATH Keywords

ARMAX modelsdouble array martingalesincreasing lag regressorsleast-squares estimates

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

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• scientific article; zbMATH DE number 4055507 (Why is no real title available?)
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• Strongly consistent coefficient estimate for errors-in-variables models

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