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Consistency of the Least Squares Identification Method
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1976 (English)In: IEEE Transactions on Automatic Control, ISSN 0018-9286, E-ISSN 1558-2523, Vol. 21, no 5, 779-781 p.Article in journal (Refereed) Published
Abstract [en]

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.

Place, publisher, year, edition, pages
IEEE Control Systems Society , 1976. Vol. 21, no 5, 779-781 p.
Keyword [en]
Least-squares estimation, Linear systems, Stochastic, Parameter identification
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-100809DOI: 10.1109/TAC.1976.1101344OAI: oai:DiVA.org:liu-100809DiVA: diva2:663739
Available from: 2013-11-12 Created: 2013-11-12 Last updated: 2017-12-06

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Ljung, Lennart

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