Identification of parameter bounds for ARMAX models from records with bounded noise

DOI10.1080/00207178708933738zbMath0622.93074MaRDI QIDQ3760412

John P. Norton

Publication date: 1987

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178708933738

zbMATH Keywords

bias; bounded noise; autoregressive-moving-average-exogeneous models; parameter bounding algorithm

Mathematics Subject Classification ID

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

93E10: Estimation and detection in stochastic control theory

93E12: Identification in stochastic control theory

Related Items

Parametric subsystem set estimation for interconnected systems, Interval constraint propagation with application to bounded-error estimation, Robust performance optimization of open loop type problems using models from standard identification, Parameter estimation algorithms for a set-membership description of uncertainty, Identification and application of bounded-parameter models, Predictive self-tuning control by parameter bounding and worst-case design, Set inversion via interval analysis for nonlinear bounded-error estimation, Feasible parameter set for linear models with bounded errors in all variables, Estimation of model quality, Parameter bounds for ARMAX models from records with bounded errors in variables

Cites Work

• On the value of information in system identification-bounded noise case
• Estimation theory and uncertainty intervals evaluation in presence of unknown but bounded errors: Linear families of models and estimators