Browsing by Author "Miskovic, Ljubisa"
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Identification and the information matrix : how to get just sufficiently rich?
Gevers, Michel; Bazanella, Alexandre Sanfelici; Bombois, Xavier; Miskovic, Ljubisa (2009) [Journal article]In prediction error identification, the information matrix plays a central role. Specifically, when the system is in the model set, the covariance matrix of the parameter estimates converges asymptotically, up to a scaling ...