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Sibirskii Zhurnal Industrial'noi Matematiki, 2013, Volume 16, Number 4, Pages 87–93 (Mi sjim807)  
This article is cited in 5 scientific papers (total in 5 papers)

On the consistency of generalized orthoregressive parameter estimates for a linear dynamical system

A. A. Lomovab

a Novosibirsk State University, 2 Pirogov st., 630090 Novosibirsk
b Sobolev Institute of Mathematics SB RAS, 4 Koptyug av., 630090 Novosibirsk
Full-text PDF (222 kB) Citations (5)
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Abstract: We obtain consistency conditions for generalized orthoregressive estimates for the parameters of a linear dynamical system from the observation of a large number of independent trajectories of finite length are observed. As a consequence, we obtain the average consistency of Structured Total Least Squares estimates over the trajectory ensemble.
Keywords: linear dynamical systems, parameter identification, generalized orthoregressive estimates, STLS estimates, consistency.
Received: 10.06.2013
English version:
Journal of Applied and Industrial Mathematics, 2014, Volume 8, Issue 1, Pages 86–91
DOI: https://doi.org/10.1134/S1990478914010098
Bibliographic databases:
Document Type: Article
UDC: 681.5.015
Language: Russian
Citation: A. A. Lomov, “On the consistency of generalized orthoregressive parameter estimates for a linear dynamical system”, Sib. Zh. Ind. Mat., 16:4 (2013), 87–93; J. Appl. Industr. Math., 8:1 (2014), 86–91
Citation in format AMSBIB
\Bibitem{Lom13}
\by A.~A.~Lomov
\paper On the consistency of generalized orthoregressive parameter estimates for a~linear dynamical system
\jour Sib. Zh. Ind. Mat.
\yr 2013
\vol 16
\issue 4
\pages 87--93
\mathnet{http://mi.mathnet.ru/sjim807}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3234795}
\transl
\jour J. Appl. Industr. Math.
\yr 2014
\vol 8
\issue 1
\pages 86--91
\crossref{https://doi.org/10.1134/S1990478914010098}
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    • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Сибирский журнал индустриальной математики
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