Geodesic
On the consistency of generalized orthoregressive parameter estimates for a linear dynamical system
Sibirskij žurnal industrialʹnoj matematiki, Tome 16 (2013) no. 4, pp. 87-93 Cet article a éte moissonné depuis la source Math-Net.Ru

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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. 
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A. A. Lomov. On the consistency of generalized orthoregressive parameter estimates for a linear dynamical system. Sibirskij žurnal industrialʹnoj matematiki, Tome 16 (2013) no. 4, pp. 87-93. http://geodesic.mathdoc.fr/item/SJIM_2013_16_4_a7/

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