论文信息 - Consistency of the least-squares identification method

Consistency of the least-squares identification method

Least-squares estimation of the parameters of a vector difference equation model of a dynamic system is studied. A theorem for the convergence and consistency of the least-squares estimate is given that is valid under general feedback conditions.

L. Ljung

[1] A. Wald,et al. On the Statistical Treatment of Linear Stochastic Difference Equations , 1943 .

[2] Karl Johan Åström,et al. BOOK REVIEW SYSTEM IDENTIFICATION , 1994, Econometric Theory.

[3] Lennart Ljung,et al. Asymptotic properties of self-tuning regulators , 1974 .

[4] L. Ljung,et al. Identifiability conditions for linear systems operating in closed loop , 1975 .

[5] Lennart Ljung,et al. Identification of processes in closed loop - identifiability and accuracy aspects , 1977, Autom..