Title: General framework for asymptotic properties of generalized weighted nonlinear least-squares estimators with deterministic and stochastic weighting
Authors: Vandersteen, G ×
Van hamme, Hugo
Pintelon, R #
Issue Date: Oct-1996
Publisher: Ieee-inst electrical electronics engineers inc
Series Title: IEEE Transactions on automatic control vol:41 issue:10 pages:1501-1507
Abstract: This paper studies the asymptotic properties (strong consistency, convergence rate, asymptotic normality) of a generalized weighted nonlinear least-squares estimator under weak noise assumptions, Both deterministic and stochastic weighting are handled and the presence of model errors is considered, For particular models, estimators, and noise assumptions the general framework boils down to known time and frequency-domain estimators.
ISSN: 0018-9286
Publication status: published
KU Leuven publication type: IT
Appears in Collections:ESAT - PSI, Processing Speech and Images
× corresponding author
# (joint) last author

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