Convergence of least squares identification algorithms applied to unstable stochastic processes
作者:
ELI FOGEL,
DANIEL GRAUPE,
期刊:
International Journal of Systems Science
(Taylor Available online 1977)
卷期:
Volume 8,
issue 6
页码: 612-618
ISSN:0020-7721
年代: 1977
DOI:10.1080/00207727708942067
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
In this paper we prove the convergence of least squares identification algorithms when applied to unstable signal models. The proof is in terms of the properties of infinite sequences of matrices and of their norms to show that the convergence of least squares identification algorithms applies to unstable deterministic and stochatics processes.
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