Abstract In this paper for the continuous-time system the least squares identification is defined and its consistency is proved. Its discrete-time analog is also demonstrated and our result is compared with the well-known ones. It is also shown that the discrete least squares estimate based on the sampled data of the continuous-time system here considered is in general not consistent.
Least squares identification for continuous-time systems
1980-01-01
14 pages
Article/Chapter (Book)
Electronic Resource
English
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