Convergence properties of the least squares estimation algorithm for multivariable systems

Applied Mathematical Modelling

Volumn 37, Issue 1-2, 2013, Pages 476-483

  Liu, Yanjun ^a   Ding, Feng ^a  

^a JIANGNAN UNIVERSITY   (China)

Author keywords

Convergence properties; Least squares; Multivariable systems; Parameter estimation; Recursive identification

Indexed keywords

CONVERGENCE PROPERTIES; LEAST SQUARE; LEAST SQUARES ESTIMATION ALGORITHMS; MARTINGALE CONVERGENCE THEOREM; MULTIVARIATE LINEAR REGRESSION MODEL; PARAMETER ESTIMATION ALGORITHM; PARAMETER ESTIMATION ERRORS; PARAMETERIZED; PERFORMANCE ANALYSIS; RECURSIVE IDENTIFICATION;

ALGORITHMS; PARAMETER ESTIMATION; RANDOM PROCESSES; REGRESSION ANALYSIS;

MULTIVARIABLE SYSTEMS;

EID: 84868456442     PISSN: 0307904X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.apm.2012.03.007     Document Type: Article

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