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Strong consistency of the extended least squares method with nonlinear error transformation

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Publication:1175871
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zbMath0737.93083MaRDI QIDQ1175871

S. N. Tikhonov, Alexander S. Poznyak

Publication date: 25 June 1992

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


zbMATH Keywords

parameter estimationestimation algorithmsextended least square method


Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24)


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Robust identification under correlated and non-Gaussian noises: WMLLM procedure




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