A bootstrap method for structure detection of NARMAX models

DOI10.1080/00207170310001646264MaRDI QIDQ4474753zbMATH OpenOpenAlexFDO

Authors Sunil L. Kukreja, H. L. Galiana, R. E. Kearney

Publication date 12 July 2004

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207170310001646264

zbMATH Keywords

robustnessMonte Carlo simulationstructure detectionbootstrap techniqueextended least-squares parameter estimationnonlinear NARMAX models

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Design techniques (robust design, computer-aided design, etc.) (93B51) Identification in stochastic control theory (93E12)

Recommendations

• Maximum likelihood and the bootstrap for nonlinear dynamic models
• Structure detection and parameter estimation for NARX models in a unified EM framework
• A consistent bootstrap procedure for the maximum score estimator
• Some bootstrap methods in nonlinear mixed-effect models
• Publication:4424477
• The bootstrapped maximum likelihood estimator with an application
• On the Bootstrap of the Maximum Score Estimator
• Parametric Bootstrap Inference for Stratified Models With High-Dimensional Nuisance Specifications
• Publication:4839384

Cites work

• A robust orthogonal algorithm for system identification and time-series analysis
• Bootstrapping regression models
• Computers and the Theory of Statistics: Thinking the Unthinkable
• Identification of non-linear stochastic systems by state dependent parameter estimation
• Input-output parametric models for non-linear systems Part I: deterministic non-linear systems
• Least squares parameter estimation algorithms for non-linear systems
• Nonlinear black-box modeling in system identification: A unified overview
• Orthogonal least squares methods and their application to non-linear system identification
• Orthogonal parameter estimation algorithm for non-linear stochastic systems
• Some asymptotic theory for the bootstrap
• Structure identification of nonlinear dynamic systems - A survey on input/output approaches

Cited in

(6)

• Improved parameter estimates for non-linear dynamical models using a bootstrap method
• Computational system identification for Bayesian NARMAX modelling
• Application of a least absolute shrinkage and selection operator to aeroelastic flight test data
• Online identification of the bilinear model expansion on Laguerre orthonormal bases
• Structure detection and parameter estimation for NARX models in a unified EM framework
• Computational system identification of continuous-time nonlinear systems using approximate Bayesian computation

This page was built for publication: A bootstrap method for structure detection of NARMAX models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4474753)