Support Recovery and Parameter Identification of Multivariate ARMA Systems with Exogenous Inputs

DOI10.1137/21m146346xOpenAlexW4381737278MaRDI QIDQ6107866

Unnamed Author, Wen-Xiao Zhao

Publication date: 28 June 2023

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/21m146346x

zbMATH Keywords

parameter estimationstrong consistencysupport recoverysparse identificationARMAX system

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Graph theory (including graph drawing) in computer science (68R10) Computer graphics; computational geometry (digital and algorithmic aspects) (68U05)

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