@book{f649611eaee948ce82f84d32f3072f99,
title = "Parameter estimation from noisy observation of imputs and outputs",
abstract = "In this paper an algorithm is given to compute least squares estimates for the parameters of a dynamic model from noisy measurements of inputs and outputs. The corresponding estimators are proven to be strongly consistent and asymptotically normal under some assumptions. Keywords: Least squares parameter estimation. ARMA-representation, Errors-in-variables, Consistency, Asymptotic normality.",
author = "{Vregelaar, ten}, J.M.",
year = "1988",
language = "English",
series = "Memorandum COSOR",
publisher = "Technische Universiteit Eindhoven",
}