Identification of ARX-models subject to missing data

DOI10.1109/9.277253MaRDI QIDQ3140212zbMATH OpenOpenAlexFDO

Authors Alf J. Isaksson

Publication date 13 April 1994

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

Full work available at URL https://doi.org/10.1109/9.277253

zbMATH Keywords

ARX-modelfixed-interval smoothing formulasKalman filteringparameter estimation

Mathematics Subject Classification ID

System identification (93B30)

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(31)

• Reconstruction of missing data in multivariate processes with applications to causality analysis
• Variational Bayesian approach for ARX systems with missing observations and varying time-delays
• Autoregressive spectral analysis when observations are missing
• Dual time-frequency domain system identification
• Maximum likelihood estimation of Gaussian models with missing data -- Eight equivalent formulations
• Variational Bayesian-based iterative algorithm for ARX models with random missing outputs
• On the consistency and asymptotic normality of discrete-time LTI models identified from concatenated data sets
• Identification of jump Markov autoregressive exogenous systems with missing measurements
• Modified Kalman filtering based multi-step-length gradient iterative algorithm for ARX models with random missing outputs
• A new type of parameter estimation algorithm for missing data problems
• Robust maximum-likelihood estimation of multivariable dynamic systems
• Robust maximum likelihood estimation for stochastic state space model with observation outliers
• Maximum likelihood estimation of linear SISO models subject to missing output data and missing input data
• The most powerful unfalsified model for data with missing values
• Least-squares parameter estimation for systems with irregularly missing data
• Kalman filter-based identification for systems with randomly missing measurements in a network environment
• Estimation and Identification of Space-Time ARMAX Models in the Presence of Missing Data
• scientific article; zbMATH DE number 1983552 (Why is no real title available?)
• Structure detection and parameter estimation for NARX models in a unified EM framework
• Estimation with Missing Data
• Missing data estimation in AR\((p)\) models
• Resampling for order estimation of autoregressive models with missing data
• Recursive identification under scarce measurements-convergence analysis
• Identification of the ARX model with random impulse noise based on forgetting factor multi-error information entropy
• Instrumental variable‐based multi‐innovation gradient estimation for nonlinear systems with scarce measurements
• Stable spline identification of linear systems under missing data
• The Nesterov accelerated gradient algorithm for auto-regressive exogenous models with random lost measurements: interpolation method and auxiliary model method
• Parameter estimation with scarce measurements
• Identification from data with periodically missing output samples
• Combined parameter and output estimation of dual-rate systems using an auxiliary model
• EM algorithm-based identification of a class of nonlinear Wiener systems with missing output data

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