On the accuracy achievable in least-squares dynamic system identification

DOI10.1080/00207178508933348zbMath0566.93066OpenAlexW2089828469WikidataQ126256529 ScholiaQ126256529MaRDI QIDQ3682362

A. Niederliński

Publication date: 1985

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178508933348

zbMATH Keywords

parameter estimationasymptotic uncertainty with probabilityleast- squares dynamic systems

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cites Work

• A new look at least-squares dynamic system identification
• Consistency of the least-squares identification method
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