scientific article; zbMATH DE number 25208

MaRDI QIDQ3983053zbMATH OpenFDO

Authors Miyoichi Eguchi, Kiyoshi Wada, Setsuo Sagara

Publication date 27 June 1992

zbMATH Keywords

Computer simulationsleast-square estimator

Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24)

Recommendations

• Asymptotic bias of the least squares estimator for multivariate autoregressive models
• Stability of an overparametrized model
• Recursive identification of overparametrized systems
• Asymptotic properties of the least-squares method for estimating transfer functions and disturbance spectra
• Consistent parameter estimation for deterministic mimo systems with overparametrized models

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