Stability of least-squares models fitted to multivariable input-output data

DOI10.1080/00207178908953430zbMath0686.93095OpenAlexW2153210841MaRDI QIDQ4205383

Petre Stoica, Arye Nehorai

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1080/00207178908953430

zbMATH Keywords

stability of least-squares (LS) models fitted

Mathematics Subject Classification ID

Multivariable systems, multidimensional control systems (93C35) Discrete-time control/observation systems (93C55) Stochastic stability in control theory (93E15)

Cites Work

• Approximation of multivariable linear systems with impulse response and autocorrelation sequences
• Dynamic system identification. Experiment design and data analysis
• Generalized Rouche's theorem and its application to multivariate autoregressions