Convergence analysis of least-squares identification algorithm for unstable systems

DOI10.1049/IP-D.1987.0049zbMath0636.93073OpenAlexW4253261443MaRDI QIDQ3777925

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Publication date: 1987

Published in: IEE Proceedings D Control Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1049/ip-d.1987.0049

zbMATH Keywords

robustnessconvergence raterelative stabilityARMA modeltime-invariantleast-squares equation error identification algorithmunstable time- invariant system

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sensitivity (robustness) (93B35) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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