A novel weight function-based robust iterative learning identification method for discrete Box-Jenkins models with Student's \(t\)-distribution noises (Q682739)

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English	A novel weight function-based robust iterative learning identification method for discrete Box-Jenkins models with Student's \(t\)-distribution noises	scientific article

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scholarly article

A novel weight function-based robust iterative learning identification method for discrete Box-Jenkins models with Student's \(t\)-distribution noises (English)

Journal of the Franklin Institute

publication date

5 February 2018

zbMATH Keywords

weight function-based robust iterative learning identification

discrete Box-Jenkins models

Student's \(t\)-distribution noises

robust parameter estimation

iterative least squares procedure

MaRDI profile type

MaRDI publication profile

full work available at URL

https://doi.org/10.1016/j.jfranklin.2017.10.021

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zbMATH Open document ID

Mathematics Subject Classification ID

zbMATH DE Number

10.1016/J.JFRANKLIN.2017.10.021

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mardi Publication:682739

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