IDENTIFICATION OF NOISY LINEAR SYSTEMS WITH MULTIPLE ARMA INPUTS

DOI10.1111/J.1467-9892.1985.TB00402.XMaRDI QIDQ3688288zbMATH OpenOpenAlexFDO

Authors Harry H. Tigelaar

Publication date 1985

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://pure.uvt.nl/portal/en/publications/identification-of-noisy-linear-systems-with-multiple-arma-inputs(51018fe5-aac0-4522-a275-ecb663ff2032).html

zbMATH Keywords

identifiabilityinformative samplingmultivariate ARMA-process

Mathematics Subject Classification ID

Multivariate analysis (62H99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Linear systems in control theory (93C05) Sampled-data control/observation systems (93C57) Identification in stochastic control theory (93E12)

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Cites work

• Identification in dynamic shock-error models

Cited in

(8)

• Identification of linear dynamic systems by short parts of transients with additive measuring disturbances
• Identification of certain noisy MA models: new results
• On identifiability for multidimensional ARMAX model
• Instability detection of ARMA systems based on AR system identification
• Discussion on: ``Identification of ARX and ARARX models in the presence of input and output noises
• On the identification of noisy MA models
• scientific article; zbMATH DE number 4043107 (Why is no real title available?)
• Informative sampling for multivariate ARMAX systems

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