Consistency of least-square estimates of parameters of linear difference equations with autocorrelation noise

DOI10.1007/BF01068771MaRDI QIDQ3678636zbMATH OpenOpenAlexFDO

Authors A. I. Zhdanov, O. A. Katsyuba

Publication date 1983

Published in Cybernetics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01068771

zbMATH Keywords

consistencyestimation of linear systemslinear dynamic systemautocorrelated noiseleast-square estimators

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Probabilistic methods, stochastic differential equations (65C99) Additive difference equations (39A10)

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Cites work

• scientific article; zbMATH DE number 3720106 (Why is no real title available?)
• scientific article; zbMATH DE number 3277086 (Why is no real title available?)
• Consistency of the least-squares identification method
• Methods for solving fractional mathematical programming problems
• On strong consistency of least squares identification algorithms
• Specifics of applying the method of least squares to estimation of linear difference operators in identification problems
• System identification. A survey
• The solution of ill-posed stochastic algebraic equations

Cited in

(4)

• scientific article; zbMATH DE number 4089450 (Why is no real title available?)
• Consistency of adaptive estimators on the basis of correlated observations
• Orthoregressive estimates for the parameters of systems of linear difference equations
• scientific article; zbMATH DE number 4121223 (Why is no real title available?)

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