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

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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. 
@article{SJIM_2013_16_4_a7,
     author = {A. A. Lomov},
     title = {On the consistency of generalized orthoregressive parameter estimates for a~linear dynamical system},
     journal = {Sibirskij \v{z}urnal industrialʹnoj matematiki},
     pages = {87--93},
     publisher = {mathdoc},
     volume = {16},
     number = {4},
     year = {2013},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/SJIM_2013_16_4_a7/}
}
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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/