Convergence analysis of central and minimax algorithms in scalar regressor models

DOI10.1007/S00498-005-0162-7zbMath1082.62023OpenAlexW2140384616MaRDI QIDQ818840

Nuray At, Hüseyin Akçay

Publication date: 21 March 2006

Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00498-005-0162-7

zbMATH Keywords

System identificationConvergence analysisChebyshev centerCentral algorithmMembership-setMinimax algorithm

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Identification in stochastic control theory (93E12)

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