A stopping rule for least-squares identification

DOI10.1109/9.24244zbMath0682.93065OpenAlexW2086158328MaRDI QIDQ4732403

G. George Yin

Publication date: 1989

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.24244

zbMATH Keywords

least-squares identificationconfidence ellipsoid

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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