On the asymptotic optimality of orthoregressional estimators

DOI10.1134/S1990478916040074zbMath1374.93370MaRDI QIDQ2959213

A. A. Lomov

Publication date: 9 February 2017

Published in: Journal of Applied and Industrial Mathematics (Search for Journal in Brave)

zbMATH Keywords

parameter identificationasymptotic efficiencylinear autonomous difference equationortho-regressional estimatorSTLS estimator

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

Related Items (1)

On convergence of the inverse iteration algorithm for modified Prony method

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• An Analysis of the Total Least Squares Problem
• Overview of total least-squares methods
• Estimation in a multivariate errors in variables regression model: Large sample results
• Structured total least squares and \(L_ 2\) approximation problems
• Consistency of system identification by global total least squares
• Identification of linear dynamic systems by short parts of transients with additive measuring disturbances
• Fast algorithm for solving the Hankel/Toeplitz structured total least squares problem
• Distinguishability conditions for stationary linear systems
• Consistency of the structured total least squares estimator in a multivariate errors-in-variables model
• Orthoregressive estimates for the parameters of systems of linear difference equations
• On consistency of a generalized orthoregressive parameter estimator for a linear dynamical system

This page was built for publication: On the asymptotic optimality of orthoregressional estimators