ITERATIVE AND RECURSIVE ESTIMATION OF TRANSFER FUNCTIONS

DOI10.1111/J.1467-9892.1991.TB00072.XzbMATH Open0714.62077OpenAlexW2075584611MaRDI QIDQ3200422FDOQ3200422

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

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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)

Cites Work

• Stochastic approximation methods for constrained and unconstrained systems
• Recursive estimation of mixed autoregressive-moving average order
• Title not available (Why is that?)
• Title not available (Why is that?)
• A Fast Estimation Method for the Vector Autoregressive Moving Average Model With Exogenous Variables
• Error propagation properties of recursive least-squares adaptation algorithms
• SOME THEOREMS IN LEAST SQUARES
• Regression Procedures for ARMA Estimation
• Recursive estimation and time-series analysis. An introduction
• On the convergence of pseudo-linear regression algorithms
• Time series recursions and stochastic approximation
• A method for autoregressive-moving average estimation
• On the Results of Asymptotic Analysis in Problems with Boundaries

Cited In (7)

• 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
• 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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