Consistency of Least-Squares Estimates Used in Linear Systems Identification

DOI10.1137/0313074MaRDI QIDQ4073209zbMATH OpenOpenAlexFDO

Authors D. O. Norris, Larry Snyder

Publication date 1975

Published in SIAM Journal on Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0313074

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) System identification (93B30) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10)

Cited in

(3)

• Consistency and asymptotic normality of least squares estimates used in linear systems identification
• Some properties of the output error method
• A rank-one algorithm for unconstrained function minimization

This page was built for publication: Consistency of Least-Squares Estimates Used in Linear Systems Identification

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4073209)