Identification of autoregressive models in the presence of additive noise

DOI10.1002/acs.989zbMath1284.93239OpenAlexW2042179126MaRDI QIDQ5406082

Roberto Diversi, Umberto Soverini, Roberto P. Guidorzi

Publication date: 1 April 2014

Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/acs.989

zbMATH Keywords

system identificationautoregressive modelsYule-Walker equations

Mathematics Subject Classification ID

Control/observation systems with incomplete information (93C41) Identification in stochastic control theory (93E12)

Related Items (6)

Identification of ARX and ARARX models in the presence of input and output noises ⋮ Structural monitoring of a tower by means of MEMS-based sensing and enhanced autoregressive models ⋮ Identification and validation of periodic autoregressive model with additive noise: finite-variance case ⋮ Novel parameter estimation of autoregressive signals in the presence of noise ⋮ Unnamed Item ⋮ Confidence estimation of autoregressive parameters based on noisy data

Cites Work

• Data. A collection of problems from many fields for the student and research worker
• Unnamed Item

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