Computational system identification for Bayesian NARMAX modelling

DOI10.1016/j.automatica.2013.05.023zbMath1364.93821OpenAlexW1969288049WikidataQ59265073 ScholiaQ59265073MaRDI QIDQ2628471

Visakan Kadirkamanathan, Tara Baldacchino, Sean R. Anderson

Publication date: 2 June 2017

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2013.05.023

zbMATH Keywords

system identificationmodel selectionBayesianNARMAX

Mathematics Subject Classification ID

Related Items (9)

Stability orthogonal regression for system identification ⋮ Enhanced algorithm for randomised model structure selection ⋮ A randomised approach for NARX model identification based on a multivariate Bernoulli distribution ⋮ A randomized algorithm for nonlinear model structure selection ⋮ Structure and parameter identification for Bayesian Hammerstein system ⋮ A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise ⋮ Computational system identification of continuous-time nonlinear systems using approximate Bayesian computation ⋮ Parameter estimation for nonlinear Volterra systems by using the multi-innovation identification theory and tensor decomposition ⋮ An iterative orthogonal forward regression algorithm

Uses Software

• System Identification Toolbox

Cites Work

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