DocumentCode
828612
Title
Convergence properties of "A method for the indentification of linear systems using the generalized least squares principle"
Author
Stoica, P. ; Söderström, T.
Author_Institution
Polytechnic Institute of Bucharest, Bucharest, Romania
Volume
24
Issue
1
fYear
1979
fDate
2/1/1979 12:00:00 AM
Firstpage
138
Lastpage
139
Abstract
In the above paper a new identification method was proposed. Here some analysis is added. It is shown theoretically by examples that the method, which is iterative, sometimes gives convergence in a finite number of steps and that the model so obtained can be false.
Keywords
Automatic control; Control system analysis; Convergence; Iterative methods; Least squares methods; Linear systems; Maximum likelihood estimation; Parameter estimation; Polynomials; White noise;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1979.1101965
Filename
1101965
Link To Document