Identification of symmetric noncausal processes

DOI10.1016/J.AUTOMATICA.2019.01.035MaRDI QIDQ1737880zbMATH OpenOpenAlexFDO

Authors Qiugang Lu, P. D. Loewen, R. Bhushan Gopaluni, Michael G. Forbes, Johan U. Backström, Guy A. Dumont, M. S. Davies

Publication date 24 April 2019

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2019.01.035

zbMATH Keywords

maximum likelihood estimationoptimal input designpaper machinenoncausal model

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Recommendations

• Analysis of identified 2-D noncausal models
• Model specification of a noncausal 3-D AR process using a causal 3-D AR model on the nonsymmetric half-space
• Maximum likelihood estimation for noncausal autoregressive processes
• scientific article; zbMATH DE number 1833991
• On estimating noncausal nonminimum phase ARMA models of non-Gaussian processes

Cites work

• scientific article; zbMATH DE number 1243444 (Why is no real title available?)
• scientific article; zbMATH DE number 1748550 (Why is no real title available?)
• scientific article; zbMATH DE number 3238721 (Why is no real title available?)
• A Geometric Approach to Variance Analysis in System Identification
• A graph theoretical approach to input design for identification of nonlinear dynamical models
• A projection method for closed-loop identification
• An application-oriented approach to dual control with excitation for closed-loop identification
• Assessing the quality of identified models through the asymptotic theory -- when is the result reliable?
• Asymptotic variance expressions for identified black-box transfer function models
• Automatic tuning of robust constrained cross-direction controllers
• Closed-Loop Optimal Experiment Design: Solution via Moment Extension
• Closed-loop identification of unstable systems using noncausal FIR models
• Filtering, prediction and simulation methods for noncausal processes
• Higher-order statistics based blind estimation of non-Gaussian bidimensional moving average models
• Identification of unstable systems using output error and Box-Jenkins model structures
• Input design via LMIs admitting frequency-wise model specifications in confidence regions
• Introduction to Time Series and Forecasting
• Least absolute deviation estimation for general autoregressive moving average time-series models
• Maximum likelihood and lower bounds in system identification with non-Gaussian inputs
• Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes
• New Approach to Noncausal Identification of Nonstationary Stochastic FIR Systems Subject to Both Smooth and Abrupt Parameter Changes
• Non-Asymptotic Confidence Sets for the Parameters of Linear Transfer Functions
• On covariance function tests used in system identification
• Optimal experiment design for open and closed-loop system identification
• Time-frequency analysis and instantaneous frequency estimation using two-sided linear prediction

Cited in

(4)

• Optimization of the generalized covariance estimator in noncausal processes
• Analysis of identified 2-D noncausal models
• Closed-loop identification of unstable systems using noncausal FIR models
• Kernel-based identification of non-causal systems with application to inverse model control

Describes a project that uses

Uses Software

• itsmr

This page was built for publication: Identification of symmetric noncausal processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1737880)