scientific article; zbMATH DE number 3922504
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Publication:3697004
zbMATH Open0576.93063MaRDI QIDQ3697004FDOQ3697004
Authors: Youhong Zhang 
Publication date: 1983
Title of this publication is not available (Why is that?)
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Asymptotic properties of parametric estimators (62F12) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)
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- Strong consistency of least squares estimates with i.i.d. errors with mean values not necessarily defined
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- Parameter consistency and quadratically constrained errors-in-variables least-squares identification
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- Consistency of least-square estimates of parameters of linear difference equations with autocorrelation noise
- Title not available (Why is that?)
- Identification by the recurrent method of least squares when the conditions of the Gauss-Markov theorem are not satisfied
- Title not available (Why is that?)
- Convergence of least-squares dynamic system identification with finite-accuracy data
- Control theory methods for consistency in some least squares identification problems
- On the consistency of a least squares identification procedure in linear evolution systems
- Strong convergence of the method of least squares
- A new look at least-squares dynamic system identification
- On the accuracy achievable in least-squares dynamic system identification
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- A stopping rule for least-squares identification
- Strong consistency of recursive identification under correlated noise
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