On consistency for the method of least squares using martingale theory

DOI10.1109/TAC.1977.1101497zbMath0354.93062MaRDI QIDQ4126184

Jan Sternby

Publication date: 1977

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Related Items

The problem of pole-zero cancellation in transfer function identification and application to adaptive stabilization, Unnamed Item, On Kalman filtering for conditionally Gaussian systems with random matrices, Optimal experimental design and some related control problems, Unnamed Item, Sequential experimental design and response optimisation, On the irregular behavior of LS estimators for asymptotically singular designs, Unnamed Item, Recent results on least squares-based adaptive control of linear stochastic systems in white noise., On the stability and convergence of a self-tuning controller, Quasi-least-squares identification and its strong consistency, Theory and applications of adaptive control - a survey, Consistency in least-squares estimation: A Bayesian approach