Identification of ARX systems with non-stationary inputs -- asymptotic analysis with application to adaptive input design

Recommendations

A Recursive Local Linear Estimator for Identification of Nonlinear ARX Systems: Asymptotical Convergence and Applications
Identification of ARX and ARARX models in the presence of input and output noises
Recursive Identification for Nonlinear ARX Systems Based on Stochastic Approximation Algorithm
scientific article; zbMATH DE number 1421411
Identification of errors-in-variables systems with general nonlinear output observations and with ARMA observation noises
scientific article; zbMATH DE number 853743
scientific article; zbMATH DE number 468886
scientific article; zbMATH DE number 916416
scientific article; zbMATH DE number 4110608
Identification of Hammerstein nonlinear ARMAX systems using nonlinear adaptive algorithms

Cites work

scientific article; zbMATH DE number 5186331 (Why is no real title available?)
scientific article; zbMATH DE number 3683489 (Why is no real title available?)
scientific article; zbMATH DE number 3723610 (Why is no real title available?)
scientific article; zbMATH DE number 65796 (Why is no real title available?)
scientific article; zbMATH DE number 802915 (Why is no real title available?)
scientific article; zbMATH DE number 3256930 (Why is no real title available?)
scientific article; zbMATH DE number 3335601 (Why is no real title available?)
A Representation Theorem for the Error of Recursive Estimators
A sequentially constructed design for estimating a nonlinear parametric function
Asymptotic inference from sequential design in a nonlinear situation
Asymptotic properties of nonlinear least squares estimates in stochastic regression models
Asymptotic variance expressions for identified black-box transfer function models
Continuity properties of solutions to $H_{2}$ and $H_{\infty}$ Riccati equations
Continuous and discrete-time Riccati theory: A Popov-function approach
Control-relevant experiment design for multivariable systems described by expansions in orthonormal bases
Dynamic system identification. Experiment design and data analysis
For model-based control design, closed-loop identification gives better performance
From experiment design to closed-loop control
Identification For Control: Optimal Input Design With Respect To A Worst-Case $\nu$-gap Cost Function
Identification of parametric models from experimental data. Transl. from an upd. French version by the authors, with the help of John Norton
Input design via LMIs admitting frequency-wise model specifications in confidence regions
Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
On a class of mixing processes
On computing the stabilizing solution of the discrete-time Riccati equation
On parameter dependence of solutions of algebraic Riccati equations
One hundred years of the design of experiments on and off the pages of Biometrika
Optimal input signals for parameter estimation in dynamic systems--Survey and new results
Rate of Convergence of Recursive Estimators
Robust optimal experiment design for system identification
Some results on optimal experiment design
The discrete algebraic Riccati equation and linear matrix inequality

Cited in

(20)

Robust identification of OE model with constrained output using optimal input design
Discussion on: ``Identification of ARX and ARARX models in the presence of input and output noises
Optimal experiment design for identification of ARX models with constrained output in non-Gaussian noise
scientific article; zbMATH DE number 3896804 (Why is no real title available?)
Four encounters with system identification
scientific article; zbMATH DE number 7626780 (Why is no real title available?)
MPC‐based approximate dual controller by information matrix maximization
Optimal input design for an AR model with output constraints
Generation of signals with specified second-order properties for constrained systems
Optimal input design for autoregressive model discrimination with constrained output variance
On robust input design for nonlinear dynamical models
Sequential identification and control for bounded-noise ARX systems
Estimating parameters with pre-specified accuracies in distributed parameter systems using optimal experiment design
A graph theoretical approach to input design for identification of nonlinear dynamical models
An application-oriented approach to dual control with excitation for closed-loop identification
Negative Moment Bounds for Stochastic Regression Models with Deterministic Trends and Their Applications to Prediction Problems
An adaptive method for consistent estimation of real-valued non-minimum phase zeros in stable LTI systems
System identification of complex and structured systems
Uncertainty propagation in model extraction by system identification and its implication for control design
scientific article; zbMATH DE number 1421411 (Why is no real title available?)

Describes a project that uses

Uses Software

YALMIP

This page was built for publication: Identification of ARX systems with non-stationary inputs -- asymptotic analysis with application to adaptive input design

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2390550)