On the asymptotic accuracy of pseudo-linear regression algorithms

The accuracy properties of a general pseudo-linear regression (PLR) method are examined. Both off-line and on-line algorithms are considered. Assuming the parameter estimates converge they will under weak conditions be asymptotically gaussian distributed. Expressions for the corresponding covariance...

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Vydané v:	International journal of control Ročník 39; číslo 1; s. 115 - 126
Hlavní autori:	STOICA, P, SODERSTROM, T, AHLEN, A, SOLBRAND, G
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	London Taylor & Francis Group 01.01.1984 Taylor & Francis
Predmet:	Applied sciences Computer science; control theory; systems Control theory. Systems Exact sciences and technology Modelling and identification Parameter estimation System identification Regression model Algorithm
ISSN:	0020-7179, 1366-5820
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