Comments on ‘ Convergence of least squares identification algorithms applied to unstable stochastic processes ’

Jan Sternby

doi:10.1080/00207727808941740

Comments on ‘ Convergence of least squares identification algorithms applied to unstable stochastic processes ’

Jan Sternby

Department of Automatic Control

Research output: Contribution to journal › Article › peer-review

Abstract

A counter-example is given which shows that the proof used by Fogel and Graupe (1977) to show weak consistency for the least squares method is incorrect.

Original language	English
Pages (from-to)	837-838
Journal	International Journal of Systems Science
Volume	9
Issue number	7
DOIs	https://doi.org/10.1080/00207727808941740
Publication status	Published - 1978

Subject classification (UKÄ)

Control Engineering

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10.1080/00207727808941740

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title = "Comments on {\textquoteleft} Convergence of least squares identification algorithms applied to unstable stochastic processes {\textquoteright}",

abstract = "A counter-example is given which shows that the proof used by Fogel and Graupe (1977) to show weak consistency for the least squares method is incorrect.",

author = "Jan Sternby",

year = "1978",

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PY - 1978

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DO - 10.1080/00207727808941740

M3 - Article

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EP - 838

JO - International Journal of Systems Science

JF - International Journal of Systems Science

IS - 7

ER -

Comments on ‘ Convergence of least squares identification algorithms applied to unstable stochastic processes ’

Abstract

Subject classification (UKÄ)

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