Consistency of least-square estimates of parameters of linear difference equations with autocorrelation noise
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Publication:3678636
DOI10.1007/BF01068771zbMath0564.65099OpenAlexW2054154652MaRDI QIDQ3678636
Publication date: 1983
Published in: Cybernetics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01068771
consistencyestimation of linear systemslinear dynamic systemautocorrelated noiseleast-square estimators
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Cites Work
- Specifics of applying the method of least squares to estimation of linear difference operators in identification problems
- On strong consistency of least squares identification algorithms
- System identification. A survey
- The solution of ill-posed stochastic algebraic equations
- Methods for solving fractional mathematical programming problems
- Consistency of the least-squares identification method
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