Almost sure convergence in distributed parameter identification algorithms under correlated noise

DOI10.1016/0893-9659(92)90083-LzbMath0754.62053WikidataQ126812585 ScholiaQ126812585MaRDI QIDQ1195667

G. George Yin, Ben G. Fitzpatrick

Publication date: 6 January 1993

Published in: Applied Mathematics Letters (Search for Journal in Brave)

zbMATH Keywords

distributed parameter systemsalmost sure convergencestrongly consistent estimatorscorrelated noise conditionsnonlinear least squares identification algorithms

Mathematics Subject Classification ID

Linear inference, regression (62J99) General nonlinear regression (62J02) Estimation and detection in stochastic control theory (93E10) Applications of statistics (62P99) Identification in stochastic control theory (93E12)

Related Items (1)

Consistent recursive parameter estimation of partial differential equation models

Cites Work

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• Statistical methods for model comparison in parameter estimation problems for distributed systems
• Some Results on the Complete and Almost Sure Convergence of Linear Combinations of Independent Random Variables and Martingale Differences

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