Comments on ‘ Convergence of least squares identification algorithms applied to unstable stochastic processes ’
(1978) In International Journal of Systems Science 9(7). p.837-838- 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.
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/13393e46-5eba-4be3-a7d3-a149f2916b02
- author
- Sternby, Jan
- organization
- publishing date
- 1978
- type
- Contribution to journal
- publication status
- published
- subject
- in
- International Journal of Systems Science
- volume
- 9
- issue
- 7
- pages
- 837 - 838
- publisher
- Taylor & Francis
- external identifiers
-
- scopus:84950430234
- ISSN
- 0020-7721
- DOI
- 10.1080/00207727808941740
- language
- English
- LU publication?
- no
- id
- 13393e46-5eba-4be3-a7d3-a149f2916b02
- date added to LUP
- 2018-12-16 19:27:57
- date last changed
- 2021-01-03 05:16:13
@article{13393e46-5eba-4be3-a7d3-a149f2916b02, 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 = {{Sternby, Jan}}, issn = {{0020-7721}}, language = {{eng}}, number = {{7}}, pages = {{837--838}}, publisher = {{Taylor & Francis}}, series = {{International Journal of Systems Science}}, title = {{Comments on ‘ Convergence of least squares identification algorithms applied to unstable stochastic processes ’}}, url = {{http://dx.doi.org/10.1080/00207727808941740}}, doi = {{10.1080/00207727808941740}}, volume = {{9}}, year = {{1978}}, }