Generalized maximum entropy based identification of graphical ARMA models
From MaRDI portal
Publication:2139439
DOI10.1016/j.automatica.2022.110319zbMath1491.93030OpenAlexW4293254229WikidataQ114204814 ScholiaQ114204814MaRDI QIDQ2139439
Junyao You, Jian Sun, Jie Chen, Chengpu Yu
Publication date: 17 May 2022
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2022.110319
Related Items (4)
Least squares parameter estimation and multi-innovation least squares methods for linear fitting problems from noisy data ⋮ Separable synthesis gradient estimation methods and convergence analysis for multivariable systems ⋮ Inverse linear quadratic dynamic games using partial state observations ⋮ Multi-innovation gradient estimation algorithms and convergence analysis for feedback nonlinear equation-error moving average systems
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Sparse inverse covariance estimation with the graphical lasso
- A Bayesian analysis of the minimum AIC procedure
- Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study.
- Autoregressive identification of Kronecker graphical models
- Identification of affinely parameterized state-space models with unknown inputs
- Empirical Bayesian learning in AR graphical models
- High-dimensional graphs and variable selection with the Lasso
- Autoregressive model fitting for control
- System identification approach for inverse optimal control of finite-horizon linear quadratic regulators
- A new approach to spectral estimation: a tunable high-resolution spectral estimator
- AR Identification of Latent-Variable Graphical Models
- Graph Implementations for Nonsmooth Convex Programs
- Introduction to Time Series and Forecasting
- A generalized entropy criterion for Nevanlinna-Pick interpolation with degree constraint
- Matrix-valued nevanlinna-pick interpolation with complexity constraint: an optimization approach
- A robust solver using a continuation method for Nevanlinna-Pick interpolation with degree constraint
- ARMA Identification of Graphical Models
- Detection of Changes in Multivariate Time Series With Application to EEG Data
- Constrained Subspace Method for the Identification of Structured State-Space Models (COSMOS)
- Graphical interaction models for multivariate time series.
- A new look at the statistical model identification
This page was built for publication: Generalized maximum entropy based identification of graphical ARMA models