Consistency of system identification by global total least squares

DOI10.1016/S0005-1098(99)00006-0zbMath0934.93066MaRDI QIDQ1301449

Wolfgang Scherrer, Christiaan Heij

Publication date: 2 September 1999

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

discrete-time linear systemsstochastic systemalmost sure consistencya priori bound on the model complexityglobal total least squares identification

Mathematics Subject Classification ID

System identification (93B30) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

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