Convergence of least squares identification algorithms applied to unstable stochastic processes

DOI10.1080/00207727708942067zbMATH Open0358.93036OpenAlexW2052807146MaRDI QIDQ4132356FDOQ4132356

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

• Title not available (Why is that?)
• Title not available (Why is that?)
• On the Statistical Treatment of Linear Stochastic Difference Equations
• The Fitting of Time-Series Models
• A unified sequential identification structure based on convergence considerations
• On identifying stochastic closed-loop systems
• Derivation of ARMA parameters and orders from pure AR 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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