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, Issue 2,Pages <nobr>29

This article is cited 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

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.

UDC: 62-501.72

Received: 16.03.1981