Convergence of least squares identification algorithms applied to unstable stochastic processes
- 1 June 1977
- journal article
- research article
- Published by Taylor & Francis in International Journal of Systems Science
- Vol. 8 (6), 612-618
- https://doi.org/10.1080/00207727708942067
Abstract
In this paper we prove the convergence of least squares identification algorithms when applied to unstable signal models. The proof is in terms of the properties of infinite sequences of matrices and of their norms to show that the convergence of least squares identification algorithms applies to unstable deterministic and stochatics processes.Keywords
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