Parameter bounds for ARMAX models from records with bounded errors in variables

DOI10.1080/00207179308934384zbMATH Open0774.93021OpenAlexW1982857058MaRDI QIDQ4036115FDOQ4036115

V. Cerone

Publication date: 16 May 1993

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

Full work available at URL: https://doi.org/10.1080/00207179308934384

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zbMATH Keywords

parameter boundserrors in variables problemperformed using

Mathematics Subject Classification ID

System identification (93B30)

Cites Work

• Identification of stochastic linear systems in presence of input noise
• Title not available (Why is that?)
• On the value of information in system identification-bounded noise case
• Optimal estimation theory for dynamic systems with set membership uncertainty: An overview
• Reformulation of parameter identification with unknown-but-bounded errors
• Estimation theory and uncertainty intervals evaluation in presence of unknown but bounded errors: Linear families of models and estimators
• Maximum likelihood estimators and worst case optimal algorithms for system identification
• Optimality of central and projection algorithms for bounded uncertainty
• Identification of parameter bounds for ARMAX models from records with bounded noise
• Identification of objects with unknown bounded disturbances

Cited In (13)

• Bounding the parameters of block‐structured nonlinear feedback systems
• Improved parameter bounds for set-membership EIV problems
• Set-membership errors-in-variables identification of MIMO linear systems
• Identification of regularized models in the linear regression class
• Bounding approach to parameter estimation without prior knowledge on modeling error and application to quality modeling in drinking water distribution systems
• Parameter-bounding identification algorithms for bounded-noise records
• Identification of parameter bounds for ARMAX models from records with bounded noise
• Bounded-error identification for closed-loop systems
• Enforcing stability constraints in set-membership identification of linear dynamic systems
• Parameter identification for models with bounded errors in all variables
• Title not available (Why is that?)
• A correction and an extension to ‘ Simplified models for perturbed parameter Markov equations with applications to ARMA systems’
• Optimal calculation of residuals for ARMAX models with application to model verification

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