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

DOI10.1080/00207178708933738MaRDI QIDQ3760412zbMATH OpenOpenAlexFDO

Authors 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

biasbounded noiseautoregressive-moving-average-exogeneous modelsparameter bounding algorithm

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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Cites work

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

Cited in

(16)

• Parameter estimation algorithms for a set-membership description of uncertainty
• Estimation of model quality
• Parameter bounds for ARMAX models from records with bounded errors in variables
• Improved parameter bounds for set-membership EIV problems
• Structure identification of parameter-bounding models by use of noise-structure bounds
• Predictive self-tuning control by parameter bounding and worst-case design
• Identification of regularized models in the linear regression class
• Interval constraint propagation with application to bounded-error estimation
• Set inversion via interval analysis for nonlinear bounded-error estimation
• Parameter-bounding identification algorithms for bounded-noise records
• Feasible parameter set for linear models with bounded errors in all variables
• Identification and application of bounded-parameter models
• Parametric subsystem set estimation for interconnected systems
• Parameter identification for models with bounded errors in all variables
• Zonotope-based recursive estimation of the feasible solution set for linear static systems with additive and multiplicative uncertainties
• Robust performance optimization of open loop type problems using models from standard identification

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