Stability of least-squares models fitted to multivariable input-output data

DOI10.1080/00207178908953430MaRDI QIDQ4205383zbMATH OpenOpenAlexFDO

Authors Petre Stoica, Arye Nehorai

Publication date 1989

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207178908953430

zbMATH Keywords

stability of least-squares (LS) models fitted

Mathematics Subject Classification ID

Multivariable systems, multidimensional control systems (93C35) Discrete-time control/observation systems (93C55) Stochastic stability in control theory (93E15)

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Cites work

• Approximation of multivariable linear systems with impulse response and autocorrelation sequences
• Dynamic system identification. Experiment design and data analysis
• Generalized Rouche's theorem and its application to multivariate autoregressions

Cited in

(2)

• Comparative Stability Analysis of Multiregional Input-Output Models: Column, Row, and Leontief-strout Gravity Coefficient Models
• scientific article; zbMATH DE number 522876 (Why is no real title available?)

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