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Avtomatika i Telemekhanika, 1982, Issue 2, Pages 29–38 (Mi at5431)  
This article is cited in 3 scientific papers (total in 3 papers)

Stochastic Systems

Identification by the method of least squares of autoregression equation parameters with additive measurement errors

A. I. Zhdanov, O. A. Katsyuba

Kuibishev
Full-text PDF (1383 kB) Citations (3)
Abstract: The problem of nonlinear estimation of autoregression equation parameters is solved by the method of weighted least squares in face of additive nonstationary measurement errors. Conventional estimates of the least squares are found to be inconsistent (even in the weak sense) under these conditions. The proposed nonlinear estimates of the least squares are found to be strongly consistent under the same conditions.

Received: 16.03.1981
Bibliographic databases:
Document Type: Article
UDC: 62-501.72
Language: Russian
Citation: A. I. Zhdanov, O. A. Katsyuba, “Identification by the method of least squares of autoregression equation parameters with additive measurement errors”, Avtomat. i Telemekh., 1982, no. 2, 29–38; Autom. Remote Control, 43:2 (1982), 158–166
Citation in format AMSBIB
\Bibitem{ZhdKat82}
\by A.~I.~Zhdanov, O.~A.~Katsyuba
\paper Identification by the method of least squares of autoregression equation parameters with additive measurement errors
\jour Avtomat. i Telemekh.
\yr 1982
\issue 2
\pages 29--38
\mathnet{http://mi.mathnet.ru/at5431}
\zmath{https://zbmath.org/?q=an:0505.93074}
\transl
\jour Autom. Remote Control
\yr 1982
\vol 43
\issue 2
\pages 158--166
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  • https://www.mathnet.ru/eng/at/y1982/i2/p29
    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Avtomatika i Telemekhanika
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    Full-text PDF :124
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