On identifiability for multidimensional ARMAX model

DOI10.1007/BF02009626MaRDI QIDQ2367925zbMATH OpenOpenAlexFDO

Authors Hanfu Chen, Jifeng Zhang

Publication date 17 August 1993

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02009626

zbMATH Keywords

identifiabilitymultidimensional linear input-output systemsrecursive algorithm

Mathematics Subject Classification ID

System identification (93B30)

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Cites work

• Asymptotically Optimal Adaptive Control with Consistent Parameter Estimates
• Convergence rate of least-squares identification and adaptive control for stochastic systems†
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• Identification of processes in closed loop-identifiability and accuracy aspects
• Optimal Adaptive Control and Consistent Parameter Estimates for ARMAX Model with Quadratic Cost
• The AAstrom-Wittenmark self-tuning regulator revisited and ELS-based adaptive trackers

Cited in

(14)

• Local parametrizations of ARMAX systems with nonlinear restrictions
• On the use of minimal parametrisations in multivariable ARMAX identification
• LS-based parameter estimation of DARMA systems with uniformly quantized observations
• Identification/prediction algorithms for armax models with relaxed positive real conditions
• Least-squares identification for ARMAX models without the positive real condition
• scientific article; zbMATH DE number 4145750 (Why is no real title available?)
• IDENTIFICATION OF NOISY LINEAR SYSTEMS WITH MULTIPLE ARMA INPUTS
• scientific article; zbMATH DE number 4111699 (Why is no real title available?)
• A counterexample to the uniqueness of the asymptotic estimate in ARMAX model identification via the correlation approach
• scientific article; zbMATH DE number 2091936 (Why is no real title available?)
• Informative sampling for multivariate ARMAX systems
• Quantized-output-based least squares of ARX systems
• Parameter estimation of quantized DARMA systems using weighted least squares
• Recursive identification for multidimensional ARMA processes with increasing variance

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