scientific article; zbMATH DE number 3896804

MaRDI QIDQ3676028zbMATH OpenFDO

Authors Z. H. Qureshi, Tung-Sang Ng

Publication date 1982

zbMATH Keywords

autoregressive modeloptimal input designoutput power constraint problemparameter estimation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Synthesis problems (93B50) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Recommendations

• Optimal input design for an AR model with output constraints
• Optimal input design for autoregressive model discrimination with constrained output variance
• Optimal input for discrimination of autoregressive models under output amplitude constraints
• Unbounded power input signals in optimum experiment design for parameter estimation in linear systems
• Identification of ARX systems with non-stationary inputs -- asymptotic analysis with application to adaptive input design

Cited in

(9)

• Robust identification of OE model with constrained output using optimal input design
• Optimal experiment design for identification of ARX models with constrained output in non-Gaussian noise
• Constrained Optimal Input Signal Design for Data-Centric Estimation Methods
• Optimal input design for autoregressive model discrimination with constrained output variance
• Unbounded power input signals in optimum experiment design for parameter estimation in linear systems
• scientific article; zbMATH DE number 4068761 (Why is no real title available?)
• scientific article; zbMATH DE number 492910 (Why is no real title available?)
• Optimal input for discrimination of autoregressive models under output amplitude constraints
• Optimal input design for an AR model with output constraints

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3676028)