A Multi-Time-Scale Generalization of Recursive Identification Algorithm for ARMAX Systems

DOI10.1109/TAC.2014.2373711MaRDI QIDQ2982650zbMATH OpenFDO

Authors Lirong Huang, Håkan Hjalmarsson

Publication date 16 May 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.2014.2373711

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Identification in stochastic control theory (93E12)

Cited in

(2)

• ARMAX lattice algorithm for identification and prediction of dynamic systems
• Convergence analysis of forgetting factor least squares algorithm for ARMAX time-delay models

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