• DocumentCode
    822486
  • Title

    Consistency of the least-squares identification method

  • Author

    Ljung, Lennart

  • Author_Institution
    Linköping University, Linköping, Sweden
  • Volume
    21
  • Issue
    5
  • fYear
    1976
  • fDate
    10/1/1976 12:00:00 AM
  • Firstpage
    779
  • Lastpage
    781
  • Abstract
    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.
  • Keywords
    Least-squares estimation; Linear systems, stochastic discrete-time; Parameter identification; Automatic control; Bismuth; Convergence; Difference equations; H infinity control; Minimization methods; Nose; Output feedback; Parameter estimation; Random variables;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1976.1101344
  • Filename
    1101344
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=822486