Control theory methods for consistency in some least squaresidentification problems |
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Authors: | Duncan T.E. Mandl P. Pasik-Duncan B. |
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Affiliation: | Dept. of Math., Kansas Univ., Lawrence, KS; |
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Abstract: | The consistency of a family of least-squares estimates of some unknown parameters of a continuous-time linear stochastic system is verified. The unknown parameters appear affinely in the linear transformations of the state and the control. The method of verification of consistency associates a family of control problems to the identification problem, and the asymptotic behavior of the solutions of a family of algebraic Riccati equations from the control problems implies a persistent excitation property for the identification problem |
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