Box-Jenkins identification revisited. I: Theory

DOI10.1016/J.AUTOMATICA.2005.09.004MaRDI QIDQ2641730zbMATH OpenOpenAlexFDO

Authors Rik Pintelon, Johan Schoukens

Publication date 23 August 2007

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2005.09.004

zbMATH Keywords

closed loopcontinuous-timediscrete-timefrequency domainopen loopparametric noise modelsystem identification

Mathematics Subject Classification ID

System identification (93B30) Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12)

Recommendations

• Box-Jenkins identification revisited. II: Applications
• Box-jenkins identification revisited-part III: multivariable systems
• Box-Jenkins continuous-time modeling
• Study of conditional ML estimators in time and frequency-domain system identification
• The Box-Jenkins Steiglitz-McBride algorithm

Cites work

• Box-Jenkins identification revisited. II: Applications
• Estimation of continuous-time AR process parameters from discrete-time data
• Frequency domain system identification with missing data
• scientific article; zbMATH DE number 3179103 (Why is no real title available?)
• scientific article; zbMATH DE number 65814 (Why is no real title available?)
• Identification of linear systems with nonlinear distortions
• Introduction to stochastic control theory
• Least squares parameter estimation of continuous-time ARX models from discrete-time data
• On covariance function tests used in system identification

Cited in

(14)

• Box-Jenkins continuous-time modeling
• Recursive least squares identification of hybrid Box-Jenkins model structure in open-loop and closed-loop
• A novel recursive learning identification scheme for Box-Jenkins model based on error data
• Blind maximum likelihood identification of Hammerstein systems
• Box-Jenkins identification revisited. II: Applications
• System identification methods for (operational) modal analysis: review and comparison
• Direct continuous-time approaches to system identification. Overview and benefits for practical applications
• A virtual closed loop method for closed loop identification
• A novel weight function-based robust iterative learning identification method for discrete Box-Jenkins models with Student's t-distribution noises
• Refined instrumental variable parameter estimation of continuous-time Box-Jenkins models from irregularly sampled data
• Frequency domain maximum likelihood estimation of linear dynamic errors-in-variables models
• Box-jenkins identification revisited-part III: multivariable systems
• The Box-Jenkins Steiglitz-McBride algorithm
• On the equivalence of time and frequency domain maximum likelihood estimation

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