Least-squares identification for ARMAX models without the positive real condition
From MaRDI portal
Publication:3472022
DOI10.1109/9.35285zbMATH Open0695.93110OpenAlexW2077457431MaRDI QIDQ3472022FDOQ3472022
Publication date: 1989
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.35285
Recommendations
- scientific article
- Identification/prediction algorithms for armax models with relaxed positive real conditions
- On the generalized least squares estimator of an ARMAX model. Application to the identification of ARMA models
- A least-squares-based algorithm for identification of non-Gaussian ARMA models
- On identifiability for multidimensional ARMAX model
- Choice of least-squares algorithms for the identification of ARM AX dynamic systems
- Parametric identification of ARMAX models with unknown forming filters
- On the use of minimal parametrisations in multivariable ARMAX identification
- ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS
Cited In (8)
- Identification/prediction algorithms for armax models with relaxed positive real conditions
- Risk sensitive identification of linear stochastic systems
- Strongly consistent coefficient estimate for errors-in-variables models
- A robust adaptive pole-placement controller without strictly positive real condition
- A robust model reference adaptive control without strictly positive real condition
- Recursive identification for multivariate errors-in-variables systems
- Title not available (Why is that?)
- Suboptimum Maximum Likelihood Identification of ARMAX Processes
This page was built for publication: Least-squares identification for ARMAX models without the positive real condition
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3472022)
