Article ID: | iaor20124884 |
Volume: | 73 |
Issue: | 8 |
Start Page Number: | 1371 |
End Page Number: | 1379 |
Publication Date: | Aug 2012 |
Journal: | Automation and Remote Control |
Authors: | Goryainov V |
Keywords: | control |
Asymptotic normalcy of the M‐estimates of the autoregression field coefficients on the planar rectangular lattice was proved. Consideration was given to the robust properties of the M‐estimates. Efficiencies of the M‐estimates and the least‐squares estimators were compared.