Informative sampling for multivariate ARMAX systems

DOI10.1080/00207729008910579MaRDI QIDQ5749219zbMATH OpenOpenAlexFDO

Authors Harry H. Tigelaar

Publication date 1990

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207729008910579

zbMATH Keywords

global identifiabilitymultivariate ARMA processesinformative sampling schemes

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Multivariable systems, multidimensional control systems (93C35) Sampled-data control/observation systems (93C57) Identification in stochastic control theory (93E12)

Recommendations

• IDENTIFICATION OF NOISY LINEAR SYSTEMS WITH MULTIPLE ARMA INPUTS
• On identifiability for multidimensional ARMAX model
• A Note on the Specification and Estimation of ARMAX Systems
• Algorithm for the identification of linear multivariable time-invariant systems from samples of input-output data
• The structure of multivariate AR and ARMA systems: regular and singular systems; the single and the mixed frequency case

Cites work

• scientific article; zbMATH DE number 3746286 (Why is no real title available?)
• scientific article; zbMATH DE number 193126 (Why is no real title available?)
• The Identification Problem for Multiple Equation Systems with Moving Average Errors

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