Quasi-least-squares identification and its strong consistency

DOI10.1080/00207178108922570MaRDI QIDQ3926467zbMATH OpenOpenAlexFDO

Authors Hanfu Chen

Publication date 1981

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207178108922570

zbMATH Keywords

multi-input multi-output stochastic systemordinary differential equation methodparameter estimationprobabilistic methodrecursive algorithmsystem identification

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Model systems in control theory (93C99) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cites work

• Consistency of the least-squares identification method
• scientific article; zbMATH DE number 3746882 (Why is no real title available?)
• On consistency for the method of least squares using martingale theory
• On strong consistency of least squares identification algorithms
• Strong consistency of least squares estimates in multiple regression

Cited in

(4)

• LS-based parameter estimation of DARMA systems with uniformly quantized observations
• Strong consistency of a class of recursive stochastic gradient algorithms
• Convergence results for continuous-time adaptive stochastic filtering algorithms
• Parameter estimation of quantized DARMA systems using weighted least squares

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