Strong laws of large numbers under weak assumptions with application

DOI10.1109/9.887637zbMath0972.60020OpenAlexW2147063484MaRDI QIDQ2730293

Brett Ninness

Publication date: 5 August 2001

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/88d706d68722758e3b6b92d4f418bbc5922c1f0e

zbMATH Keywords

identificationparameter estimationstochastic processes

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Strong limit theorems (60F15) Identification in stochastic control theory (93E12)

Related Items (13)

Necessary and sufficient convergence conditions of the instrumental variable method for identification ⋮ Inference on unknown parameters of a Burr distribution under hybrid censoring ⋮ A Strong Law of Large Numbers for Strongly Mixing Processes ⋮ LPV system identification under noise corrupted scheduling and output signal observations ⋮ A regularised estimator for long-range dependent processes ⋮ System identification of nonlinear state-space models ⋮ Optimal experimental design and some related control problems ⋮ A bias-corrected estimator for nonlinear systems with output-error type model structures ⋮ A bias-correction method for closed-loop identification of linear parameter-varying systems ⋮ Bayesian system identification via Markov chain Monte Carlo techniques ⋮ An Open Problem on Strongly Consistent Learning of the Best Prediction for Gaussian Processes ⋮ Direct identification of the linear block in Wiener system ⋮ Instrumental variables for nonlinearity recovering in block-oriented systems driven by correlated signals

This page was built for publication: Strong laws of large numbers under weak assumptions with application