Identification by the recurrent method of least squares when the conditions of the Gauss-Markov theorem are not satisfied (Q1901542)
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scientific article; zbMATH DE number 817408
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identification by the recurrent method of least squares when the conditions of the Gauss-Markov theorem are not satisfied |
scientific article; zbMATH DE number 817408 |
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Identification by the recurrent method of least squares when the conditions of the Gauss-Markov theorem are not satisfied (English)
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7 January 1996
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The authors consider an identification problem when the conditions of the Gauss-Markov theorem are not satisfied. The estimate is projected onto an identification subspace where the information matrix increases to verify consistency.
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least squares
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identification
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Gauss-Markov theorem
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information matrix
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consistency
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