Consistency of the least-squares identification method

Cited in

(33)

On consistency of recursive least squares identification algorithms for controlled auto-regression models
Strong consistency of recursive identification by no use of persistent excitation condition
An optimal two-stage identification algorithm for Hammerstein-Wiener nonlinear systems
Least squares parameter estimation
Asymptotic properties of projections with applications to stochastic regression problems
Tracking randomly varying parameters: Analysis of a standard algorithm
On strong consistency of least squares identification algorithms
On ARX() approximation
Asymptotic canonical forms and iterated logarithm rate results of least squares estimates for unstable ARMA models
Some informal scenarios of player behavior and equilibrium computation processes in games under incomplete information
Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters
Variable forgetting factors in parameter estimation
Convergence and logarithm laws of self-tuning regulators
Order selection statistical test for nonstationary AR models
Convergence analysis of estimation algorithms for dual-rate stochastic systems
New identification method for Hammerstein models based on approximate least absolute deviation
Identification of linear systems using input-output cumulants
Consistency of least-square estimates of parameters of linear difference equations with autocorrelation noise
On the accuracy achievable in least-squares dynamic system identification
Convergence of the generalized dual control algorithm
On the stability and convergence of a self-tuning controller
Estimating the parameters of autoregression processes by the method of least squares
Quasi-least-squares identification and its strong consistency
Identification of linear systems with noisy input using input-output cumulants
Design of a robust estimator for nonlinear kinetic modelling
Non-asymptotic error analysis of subspace identification for deterministic systems
Signed-perturbed sums estimation of ARX systems: exact coverage and strong consistency
Estimation and prediction for large models with saturated output observation and general input condition
Distributed system identification for linear stochastic systems under an adaptive event-triggered scheme
Finite sample analysis of subspace identification for autonomous stochastic systems
Performance analysis of multi-innovation gradient type identification methods
Multi-innovation least squares identification methods based on the auxiliary model for MISO systems
Performance analysis of stochastic gradient algorithms under weak conditions

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