Parameter-based conditions for closed-loop system identifiability of ARX models with routine operating data

DOI10.1016/J.JFRANKLIN.2016.10.027zbMATH Open1355.93197OpenAlexW2539606437MaRDI QIDQ509344FDOQ509344

Authors: Yuri A. W. Shardt, Biao Huang 

Publication date: 9 February 2017

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2016.10.027

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zbMATH Keywords

complexityMonte Carlo simulationsclosed-loop system identificationfirst-order autoregressive modelabsence of external excitationexpectation-based analysis of Fisher information matrixlocal identifiabilityno global identifiability

Mathematics Subject Classification ID

Feedback control (93B52) Stochastic systems in control theory (general) (93E03) Identification in stochastic control theory (93E12)

Cites Work

• AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
• On covariance function tests used in system identification
• Finite-horizon reliable control with randomly occurring uncertainties and nonlinearities subject to output quantization
• Identification and the Information Matrix: How to Get Just Sufficiently Rich?
• Closed-loop identification condition for ARMAX models using routine operating data
• The Analysis of Closed-Loop Dynamic-Stochastic Systems
• Identifiability conditions for linear systems operating in closed loop†
• Parameter Estimation with Closed-Loop Operating Data

Cited In (3)

• Title not available (Why is that?)
• Closed-loop identification condition for ARMAX models using routine operating data
• Identification of errors-in-variables ARX models using modified dynamic iterative PCA

Uses Software

• astsa

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