Strong convergence of the method of least squares
type: Item
instance of: scholarly article
title: Strong convergence of the method of least squares
zbMATH Open document ID: 0551.93071
published in: Automation and Remote Control
publication date: 1983-01-01T00:00:00Z
review text: The problem of identifying an unknown vector by measuring on its linear combination in the presence of additive white noise is discussed. While the methods of stochastic approximation do not provide consistent estimation in this case, here it is proved that the least squares method gives consistent estimation.
Mathematics Subject Classification ID: 93E12
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 93C40
zbMATH DE Number: 3878817
zbMATH Keywords: consistent estimation
zbMATH Keywords: least squares method
author: A. E. Barabanov
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 3878817