Title :
Consistency of the least-squares identification method
Author_Institution :
Linköping University, Linköping, Sweden
fDate :
10/1/1976 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1976.1101344
