Optimal input design for autoregressive model discrimination with constrained output variance

DOI10.1109/TAC.1984.1103525MaRDI QIDQ3321966zbMATH OpenFDO

Authors Katsuji Uosaki, Ippei Tanaka, Hiroshi Sugiyama

Publication date 1984

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

Full work available at URL https://doi.org/10.1109/TAC.1984.1103525

zbMATH Keywords

optimal input designautoregressive model discriminationconstrained output variance

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Optimal statistical designs (62K05) Identification in stochastic control theory (93E12)

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