• DocumentCode
    835772
  • Title

    On the stability of dynamic models obtained by least-squares identification

  • Author

    Söderström, Torsten ; Stoica, Petre

  • Author_Institution
    Institute of Technology, Uppsala University, Uppsala, Sweden
  • Volume
    26
  • Issue
    2
  • fYear
    1981
  • fDate
    4/1/1981 12:00:00 AM
  • Firstpage
    575
  • Lastpage
    577
  • Abstract
    The stability properties of the least-squares (LS) models fitted to stochastic dynamic systems described by difference equations are investigated. It is shown through a counterexample that the LS method can, for such systems, give unstable models. Sufficient conditions for the stability of the LS models in question are also included.
  • Keywords
    Least-squares methods; Linear systems, stochastic; Stability, linear systems; Stochastic systems, linear; System identification, linear systems; Approximation algorithms; Asymptotic stability; Control system analysis; Difference equations; Linear approximation; Network address translation; Pattern recognition; Probability distribution; Stochastic systems; Sufficient conditions;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1981.1102663
  • Filename
    1102663
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=835772