On the consistency of a least squares identification procedure

Petr Mandl; Tyrone E. Duncan; Bożenna Pasik-Duncan

Kybernetika (1988)

  • Volume: 24, Issue: 5, page 340-346
  • ISSN: 0023-5954

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Mandl, Petr, Duncan, Tyrone E., and Pasik-Duncan, Bożenna. "On the consistency of a least squares identification procedure." Kybernetika 24.5 (1988): 340-346. <http://eudml.org/doc/28780>.

@article{Mandl1988,
author = {Mandl, Petr, Duncan, Tyrone E., Pasik-Duncan, Bożenna},
journal = {Kybernetika},
keywords = {adaptive control; stochastic differential equation; least squares estimate},
language = {eng},
number = {5},
pages = {340-346},
publisher = {Institute of Information Theory and Automation AS CR},
title = {On the consistency of a least squares identification procedure},
url = {http://eudml.org/doc/28780},
volume = {24},
year = {1988},
}

TY - JOUR
AU - Mandl, Petr
AU - Duncan, Tyrone E.
AU - Pasik-Duncan, Bożenna
TI - On the consistency of a least squares identification procedure
JO - Kybernetika
PY - 1988
PB - Institute of Information Theory and Automation AS CR
VL - 24
IS - 5
SP - 340
EP - 346
LA - eng
KW - adaptive control; stochastic differential equation; least squares estimate
UR - http://eudml.org/doc/28780
ER -

References

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  1. M. Boschková, Self-tuning control of stochastic linear systems in presence of drift, Kybernetika 24 (1988), 5, 347-362. (1988) MR0970212
  2. T. E. Duncan, B. Pasik-Duncan, Adaptive control of continuous time linear systems, Preprint. University of Kansas 1986. (1986) 
  3. P. R. Kumar, P. Varaiya, Stochastic Systems: Estimation, Identification, and Adaptive Control, Prentice Hall, Engelwood Cliffs 1986. (1986) Zbl0706.93057
  4. P. Mandl, On evaluating the performance of self-tuning regulators, In: Proc. of 2nd Intemat. Symp. on Numerical Analysis, Prague 1987. B. E. Teubner, Leipzig. To appear. (1987) MR1171711
  5. B. Pasik-Duncan, On Adaptive Control, Central School of Planning and Statistics Publishers, Warsaw 1986. In Polish. (1986) 

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