scientific article

From MaRDI portal
Publication:3879169

zbMath0437.93044MaRDI QIDQ3879169

Lennart Ljung, Peter E. Caines

Publication date: 1979


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

A standard error for the estimated state vector of a state-space model, The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model, On Rissanen's predictive stochastic complexity for stationary ARMA processes, Quantification of uncertainty in transfer function estimation: A mixed probabilistic-worst-case approach, On Tikhonov regularization, bias and variance in nonlinear system identification, An application-oriented approach to dual control with excitation for closed-loop identification, Identification of ARX systems with non-stationary inputs -- asymptotic analysis with application to adaptive input design, Selection of weak VARMA models by modified Akaike's information criteria, Finite model order accuracy in Hammerstein model estimation, Statistical analysis of two nonlinear least-squares estimators of sine- wave parameters in the colored-noise case, Estimation of distribution algorithms for the computation of innovation estimators of diffusion processes, Maximum likelihood and prediction error methods, Accuracy of linear multiple-input multiple-output (MIMO) models obtained by maximum likelihood estimation, Frequency domain versus time domain methods in system identification, Analysis of a general recursive prediction error identification algorithm, Identification of stochastic nonlinear models using optimal estimating functions, Some properties of the output error method, Prediction-based estimating functions: review and new developments, Variance analysis of identified linear MISO models having spatially correlated inputs, with application to parallel Hammerstein models, Kalman filtering estimation of unobserved rational expectations with an application to the German hyperinflation, Rates of convergence of adaptive step-size of stochastic approximation algorithms, Variance analysis of linear SIMO models with spatially correlated noise, Bayesian estimation of semiparametric nonlinear dynamic factor analysis models using the Dirichlet process prior, Seasonally and approximation errors in rational expectations models, On the smoothness of nonlinear system identification, STRUCTURAL, DYNAMIC MODELLING IN UNOBSERVABLE SPACES OF COVARIANCE-STATIONARY STOCHASTIC PROCESSES, Extension of the tuning constant in the Huber's function for robust modeling of piezoelectric systems, Convergence results for maximum likelihood type estimators in multivariable ARMA models, Linear prediction error methods for stochastic nonlinear models, On periodic autoregressive stochastic volatility models: structure and estimation, Estimation based on one step ahead prediction versus estimation based on multi-step ahead prediction, Uniqueness of estimated k-step prediction models of ARMA processes, Time-varying cointegration and the Kalman filter, Quantifying the accuracy of Hammerstein model estimation, On the martingale approximation of the estimation error of ARMA parameters, Unprejudiced optimal open loop input design for identification of transfer functions, On the estimation of transfer functions