Consistency in least-squares estimation: A Bayesian approach

DOI10.1016/0005-1098(84)90105-5zbMath0547.93062OpenAlexW1606299524MaRDI QIDQ799637

Jan Sternby, Holger Rootzén

Publication date: 1984

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(84)90105-5

zbMATH Keywords

consistencyrecursive least squares estimate

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Foundations and philosophical topics in statistics (62A01) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10)

Related Items (3)

The problem of pole-zero cancellation in transfer function identification and application to adaptive stabilization ⋮ On Kalman filtering for conditionally Gaussian systems with random matrices ⋮ Recent results on least squares-based adaptive control of linear stochastic systems in white noise.

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Strong consistency of least squares estimators in regression with correlated disturbances
• Identification of processes in closed loop-identifiability and accuracy aspects
• Stochastic processes and filtering theory
• Problems of identification and control
• On consistency for the method of least squares using martingale theory
• On Bayes procedures
• Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems

This page was built for publication: Consistency in least-squares estimation: A Bayesian approach