New identification approaches for disturbed models

DOI10.1016/S0005-1098(03)00147-XzbMath1029.93058OpenAlexW1975768590MaRDI QIDQ1400943

Kueiming Lo, Kwon, Wook Hyun

Publication date: 17 August 2003

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(03)00147-x

zbMATH Keywords

System identificationoptimal parameter estimatesautoregressive exogenous noise interference modelDisturbed modelEmpirical frequency-domainGeneral prediction errorOptimal frequency-domain estimation

Mathematics Subject Classification ID

Frequency-response methods in control theory (93C80) Identification in stochastic control theory (93E12)

Related Items (1)

Recursive algorithm for the two-stage EFOP estimation method

Cites Work

• Integral constraints on the accuracy of least-squares estimation
• Subspace-based identification of infinite-dimensional multivariable systems from frequency-response data
• A metric for ARMA processes
• Identification of unstable systems using output error and Box-Jenkins model structures
• On the choice of norms in system identification
• Recursive estimation methods for discrete systems
• Cepstral coefficients, covariance lags, and pole-zero models for finite data strings
• Finite sample properties of system identification of ARX models under mixing conditions

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