Quasi-least-squares identification and its strong consistency

DOI10.1080/00207178108922570zbMath0471.93064OpenAlexW2074111224MaRDI QIDQ3926467

Chen, Hanfu

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1080/00207178108922570

zbMATH Keywords

system identificationparameter estimationprobabilistic methodrecursive algorithmordinary differential equation methodmulti-input multi-output stochastic system

Mathematics Subject Classification ID

Related Items (3)

Strong consistency of a class of recursive stochastic gradient algorithms ⋮ LS-based parameter estimation of DARMA systems with uniformly quantized observations ⋮ Convergence results for continuous-time adaptive stochastic filtering algorithms

Cites Work

• Unnamed Item
• On strong consistency of least squares identification algorithms
• Consistency of the least-squares identification method
• On consistency for the method of least squares using martingale theory
• Strong consistency of least squares estimates in multiple regression

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