Structure detection and parameter estimation for NARX models in a unified EM framework (Q445898)
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scientific article; zbMATH DE number 6072662
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| English | Structure detection and parameter estimation for NARX models in a unified EM framework |
scientific article; zbMATH DE number 6072662 |
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Structure detection and parameter estimation for NARX models in a unified EM framework (English)
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27 August 2012
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nonlinear system identification
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nonlinear auto-regressive with exogenous (NARX) inmputs
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expectation--maximisation (EM) algorithm
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structure detection
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particle filter
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0.7765229940414429
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0.7552112340927124
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0.7504506707191467
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0.7470085024833679
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