Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
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Publication:5903706
DOI10.1214/aos/1176345697zbMath0649.62060OpenAlexW2000352206MaRDI QIDQ5903706
Publication date: 1982
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345697
adaptive controlasymptotic normalitymartingalesinterval estimationlinear dynamic systemsleast squares estimatesstochastic regression modelsStrong consistencyrecursive on-line identification
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) System identification (93B30) Adaptive control/observation systems (93C40) Strong limit theorems (60F15) Identification in stochastic control theory (93E12)
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