Finite sample properties of linear model identification
From MaRDI portal
Publication:4506838
DOI10.1109/9.774109zbMath0962.93092MaRDI QIDQ4506838
Mareels, Iven M. Y., Robert C. Williamson, Erik Weyer
Publication date: 17 October 2000
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.774109
93E24: Least squares and related methods for stochastic control systems
93E12: Identification in stochastic control theory
Related Items
Finite sample properties of system identification of ARX models under mixing conditions, Convergence analysis of central and minimax algorithms in scalar regressor models, Bayesian system identification via Markov chain Monte Carlo techniques, Non-asymptotic confidence ellipsoids for the least-squares estimate, Finite sample properties of virtual reference feedback tuning control