New Approach to Recursive Identification for ARMAX Systems

DOI10.1109/TAC.2010.2041997MaRDI QIDQ4978775zbMATH OpenFDO

Authors Hanfu Chen

Publication date 25 August 2017

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

Full work available at URL https://doi.org/10.1109/TAC.2010.2041997

Mathematics Subject Classification ID

Stochastic approximation (62L20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Identification in stochastic control theory (93E12)

Cited in

(6)

• Hankel matrices for system identification
• ARMAX lattice algorithm for identification and prediction of dynamic systems
• Recursive estimators with Markovian jumps
• A new recursive estimation method for single input single output models
• Recursive identification for EIV ARMAX systems
• A stopping rule for stochastic approximation

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