Calculation of regularized least squares estimators of autoregression coefficients based on inaccurate data

MaRDI QIDQ752661zbMATH OpenFDO

Authors A. I. Zhdanov

Publication date 1990

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

identification of parametersadditive random measurement errorsautoregression coefficientsregularized least squares estimates

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)

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Cited in

(2)

• Identification of regularized models in the linear regression class
• scientific article; zbMATH DE number 3932251 (Why is no real title available?)

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