Nonparametric approach to identifying NARX systems

DOI10.1007/S11424-010-9268-1zbMath1298.93344OpenAlexW2000697431MaRDI QIDQ469615

Qijiang Song, Chen, Hanfu

Publication date: 11 November 2014

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-010-9268-1

zbMATH Keywords

Markov chainsstochastic approximationNARXnonparametric\(\alpha\)-mixinggeometrically ergodicrecursive estimatestrongly consistent

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Identification in stochastic control theory (93E12)

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