On consistency of a generalized orthoregressive parameter estimator for a linear dynamical system



We obtain some conditions for consistency of generalized orthoregressive estimator for the parameters of a linear dynamical system from the observation of a large number of the independent trajectories of finite length. This leads to the consistency of the Structured Total Least Squares Estimator over the trajectory ensemble.


linear dynamical systems parameter identification generalized orthoregressive estimator STLS estimator consistency 


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© Pleiades Publishing, Ltd. 2014

Authors and Affiliations

  1. 1.Sobolev Institute of MathematicsNovosibirskRussia
  2. 2.Novosibirsk State UniversityNovosibirskRussia

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