DocumentCode
823995
Title
On consistency for the method of least squares using martingale theory
Author
Sternby, Jan
Author_Institution
Lund Institute of Technology, Lund, Sweden
Volume
22
Issue
3
fYear
1977
fDate
6/1/1977 12:00:00 AM
Firstpage
346
Lastpage
352
Abstract
Least squares identification is considered from the Bayesian point of view. A necessary and sufficient condition for consistency almost everywhere is given under the assumption that the data are generated by a regression model with white and Ganssian noise.
Keywords
Bayes procedures; Least-squares estimation; Linear systems, stochastic discrete-time; Parameter estimation; Administrative Committee; Australia; Bayesian methods; Electrical engineering; Helium; Information theory; Least squares methods; Societies; Stochastic processes; Sufficient conditions;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1977.1101497
Filename
1101497
Link To Document