Almost sure convergence of least squares estimates for regular multivariate ARX systems

DOI10.1016/0167-6911(92)90099-EzbMath0763.93084OpenAlexW2080747934MaRDI QIDQ1199088

Claude Deniau, Mohamed Boutahar

Publication date: 16 January 1993

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(92)90099-e

zbMATH Keywords

least squares estimatesstochastic input signal

Mathematics Subject Classification ID

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

Cites Work

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• Partial convergence of extended least squares for insufficiently excited linear systems
• Strong consistency of least squares estimates in general ARX_d (p, s) system
• Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems

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