ITERATIVE AND RECURSIVE ESTIMATION OF TRANSFER FUNCTIONS

DOI10.1111/J.1467-9892.1991.TB00072.XMaRDI QIDQ3200422zbMATH OpenOpenAlexFDO

Authors Carlo Grillenzoni

Publication date 1991

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9892.1991.tb00072.x

zbMATH Keywords

consistencyefficiencynonlinear estimationunified treatmentconditions of convergenceopen-loop transfer function modelspseudolinear regressionrecursive nonlinear least-squares estimator

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic approximation (62L20)

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Cites work

• scientific article; zbMATH DE number 3875113 (Why is no real title available?)
• scientific article; zbMATH DE number 4066707 (Why is no real title available?)
• A Fast Estimation Method for the Vector Autoregressive Moving Average Model With Exogenous Variables
• A method for autoregressive-moving average estimation
• Error propagation properties of recursive least-squares adaptation algorithms
• On the Results of Asymptotic Analysis in Problems with Boundaries
• On the convergence of pseudo-linear regression algorithms
• Recursive estimation and time-series analysis. An introduction
• Recursive estimation of mixed autoregressive-moving average order
• Regression Procedures for ARMA Estimation
• SOME THEOREMS IN LEAST SQUARES
• Stochastic approximation methods for constrained and unconstrained systems
• Time series recursions and stochastic approximation

Cited in

(8)

• Template generation for continuous transfer functions using interval analysis
• Recursive parameter estimation of transfer function matrix models via Simpson's integrating rules
• Recursive parameter estimation of transfer function models
• Refined instrumental variable estimation: maximum likelihood optimization of a unified Box-Jenkins model
• Transfer function and transient estimation by Gaussian process regression in the frequency domain
• Testing for causality in real time
• On the estimation of transfer functions
• A numerical algorithm for extrapolation of transfer functions

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