Convergence of least squares identification algorithms applied to unstable stochastic processes

DOI10.1080/00207727708942067MaRDI QIDQ4132356zbMATH OpenOpenAlexFDO

Authors Eli Fogel, Daniel Graupe

Publication date 1977

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207727708942067

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Cites work

• scientific article; zbMATH DE number 3304505 (Why is no real title available?)
• scientific article; zbMATH DE number 3395169 (Why is no real title available?)
• A unified sequential identification structure based on convergence considerations
• Derivation of ARMA parameters and orders from pure AR models
• On identifying stochastic closed-loop systems
• On the Statistical Treatment of Linear Stochastic Difference Equations
• The Fitting of Time-Series Models

Cited in

(4)

• Convergence of least squares identifiers of time series with martingale difference and binary white Markov generating processes
• Mean-square convergence of least-squares identification of white-noise-driven time-series models
• Comments on ‘ Convergence of least squares identification algorithms applied to unstable stochastic processes ’
• Reply to ‘ Comment on “ Convergence of least squares identification algorithms applied to unstable stochastic processes ” ‘

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