Emprical distribution for linear system identification

DOI10.1080/07362999908809601zbMath0926.93067OpenAlexW2035411794MaRDI QIDQ4237957

K. Yin, Ben G. Fitzpatrick, G. George Yin

Publication date: 1 June 1999

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999908809601

zbMATH Keywords

asymptotic propertiesstatistical inferencegoodness of fit testsempirical distributionsleast squares identificationscaled sequence

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Functional limit theorems; invariance principles (60F17)

Cites Work

• Weak convergence of the sample distribution function when parameters are estimated
• Estimation of the Distribution of Noise in an Autoregression Scheme
• Convergence rate of least-squares identification and adaptive control for stochastic systems†
• The convergence of AML
• Discrete Time Stochastic Adaptive Control
• On positive real transfer functions and the convergence of some recursive schemes
• A stopping rule for least-squares identification
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