Estimation of jump Box-Jenkins models

DOI10.1016/J.AUTOMATICA.2020.109126MaRDI QIDQ2203072zbMATH OpenOpenAlexFDO

Authors Dario Piga, Valentina Breschi, A. Bemporad

Publication date 1 October 2020

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2020.109126

zbMATH Keywords

Box-Jenkins modelshybrid modelsjump modelsmaximum-a-posteriori estimationprediction error methods

Mathematics Subject Classification ID

Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Estimation and detection in stochastic control theory (93E10)

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• Fitting jump models
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• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
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Cited in

(8)

• The model equivalence based parameter estimation methods for Box-Jenkins systems
• Fitting jump models
• Box-Jenkins identification revisited. II: Applications
• scientific article; zbMATH DE number 1752433 (Why is no real title available?)
• A randomized method for the identification of switched NARX systems
• Identification of non-causal systems with random switching modes
• Identification of piecewise affine systems using a cluster refinement technique
• Filtering-based bias-compensation recursive estimation algorithm for an output error model with colored noise

Describes a project that uses

Uses Software

• HYSDEL
• PRMLT

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