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Paper detail

Tutorial on Asymptotic Properties of Regularized Least Squares Estimator for Finite Impulse Response Model

In this paper, we give a tutorial on asymptotic properties of the Least Square (LS) and Regularized Least Squares (RLS) estimators for the finite impulse response model with filtered white noise inputs. We provide three perspectives: the almost sure convergence, the convergence in distribution and the boundedness in probability. On one hand, these properties deepen our understanding of the LS and RLS estimators. On the other hand, we can use them as tools to investigate asymptotic properties of other estimators, such as various hyper-parameter estimators.

preprint2021arXivOpen access
Yue JuTianshi ChenBiqiang MuLennart Ljung
Systems and Controleess.SYmath.STStatistics Theory
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Yue JuTianshi ChenBiqiang MuLennart Ljung

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