Box-Jenkins identification revisited. I: Theory

DOI10.1016/j.automatica.2005.09.004zbMath1121.93072OpenAlexW2038169347MaRDI QIDQ2641730

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

system identificationfrequency domaindiscrete-timeclosed loopopen loopcontinuous-timeparametric noise model

Mathematics Subject Classification ID

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

Related Items (11)

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

Cites Work

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• On covariance function tests used in system identification
• Identification of linear systems with nonlinear distortions
• Introduction to stochastic control theory
• Box-Jenkins identification revisited. II: Applications
• Estimation of continuous-time AR process parameters from discrete-time data
• Least squares parameter estimation of continuous-time ARX models from discrete-time data
• Frequency domain system identification with missing data

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