Calculation of regularized least squares estimators of autoregression coefficients based on inaccurate data

zbMATH Open0715.93068MaRDI QIDQ752661

A. I. Zhdanov

Publication date: 1990

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

identification of parametersadditive random measurement errorsautoregression coefficientsregularized least squares estimates

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

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