Title :
General framework for asymptotic properties of generalized weighted nonlinear least squares estimators with deterministic and stochastic weighting
Author :
Vandersteen, Gerd ; Van hamme, Hugo ; Pintelon, Rik
Author_Institution :
TW-ELEC, Vrije Univ. Brussel, Brussels, Belgium
Abstract :
This paper studies the asymptotic properties (strong consistency, convergence rate, asymptotic normality) of a generalized weighted nonlinear least squares estimator under weak noise assumptions. Both deterministic and stochastic weighting are handled and the presence of model errors is considered.
Keywords :
convergence; nonlinear estimation; stochastic processes; WNLS estimators; asymptotic normality; asymptotic properties; convergence rate; deterministic weighting; generalized weighted nonlinear least square estimators; model errors; stochastic weighting; weak noise assumptions; Convergence; Cost function; Least squares approximations; Maximum likelihood estimation; Noise; Noise measurement; Stochastic processes; Estimation; Nonlinear identification; Stochastic;
Conference_Titel :
Control Conference (ECC), 1997 European
Conference_Location :
Brussels
Print_ISBN :
978-3-9524269-0-6
