Orthoregressive estimates for the parameters of systems of linear difference equations

DOI10.1134/S1990478907010073zbMath1106.93021OpenAlexW2032724530MaRDI QIDQ5393724

A. A. Lomov

Publication date: 24 October 2006

Published in: Journal of Applied and Industrial Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1990478907010073

zbMATH Keywords

error estimatemeasurement error modelidentification methodclosest fit

Mathematics Subject Classification ID

System identification (93B30) Linear systems in control theory (93C05) Applications of statistics (62P99) Additive difference equations (39A10) Linear optimal control problems (49N05)

Related Items (4)

On quantitative a priori measures of identifiability of coefficients of linear dynamic systems ⋮ On the asymptotic optimality of orthoregressional estimators ⋮ Local stability in the problem of identifying coefficients of a linear difference equation ⋮ Estimation of trends and identification of time series dynamics in short observation sections

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