On the \(L^{\infty}\) consistency of \(L^ 2\) estimators

DOI10.1016/0167-6911(89)90098-4zbMath0684.93076OpenAlexW1483929611MaRDI QIDQ1825846

Peter E. Caines, Melike Baykal-Gürsoy

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1016/0167-6911(89)90098-4

zbMATH Keywords

least-squares approximationsleast-squares estimators\(L^{\infty}\) approximation\(L^{\infty}\) consistentlong AR models

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Related Items (3)

Identification and control -- Closed-loop issues ⋮ On identification of stable systems and optimal approximation ⋮ A covariance extension approach to identification of time series

Cites Work

• Consistent autoregressive spectral estimates
• Asymptotic properties of black-box identification of transfer functions
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