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On the consistency of a least squares identification procedure in linear evolution systems |
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| Abstract: | Conditions for the convergence of parameter estimates to the true value applicable in continuous time linear stochastic evolution systems are presented. A special case, continuous time linear stochastic systems with delays, is also considered. A persistent excitation property is proved by control theory methods |
| Keywords: | Linear stochastic evolution systems stochastic systems with delays least squares identification procedure strong consistency persistent excitation property |