Consistency of Least-Squares Estimates Used in Linear Systems Identification

DOI10.1137/0313074zbMATH Open0313.93032OpenAlexW2036740956MaRDI QIDQ4073209FDOQ4073209

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

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