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Convergence properties of "A method for the indentification of linear systems using the generalized least squares principle"

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2 Author(s)
Stoica, P. ; Polytechnic Institute of Bucharest, Bucharest, Romania ; Soderstrom, T.

In the above paper a new identification method was proposed. Here some analysis is added. It is shown theoretically by examples that the method, which is iterative, sometimes gives convergence in a finite number of steps and that the model so obtained can be false.

Published in:

Automatic Control, IEEE Transactions on  (Volume:24 ,  Issue: 1 )