Identification of ARX models with markovian parameters

DOI10.1080/00207178708933866MaRDI QIDQ4726157zbMATH OpenOpenAlexFDO

Authors Mille Millnert

Publication date 1987

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

Full work available at URL https://doi.org/10.1080/00207178708933866

zbMATH Keywords

time-dependent

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12)

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Cited in

(9)

• Discussion on: ``Identification of ARX and ARARX models in the presence of input and output noises
• ARX models for time-varying systems estimated by recursive penalized weighted least squares method
• Identification/prediction algorithms for armax models with relaxed positive real conditions
• Frequency domain accuracy of recursively identified ARX models
• Construction of composite models from observed data
• RECURSIVE ESTIMATION IN SWITCHING AUTOREGRESSIONS WITH A MARKOV REGIME
• Towards understanding the capability of adaptation for time-varying systems
• Adaptation and tracking in system identification - a survey
• Segmentation of ARX-models using sum-of-norms regularization

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