Estimation of ARMAX processes with noise corrupted output signal observations

DOI10.1016/J.JFRANKLIN.2023.06.032MaRDI QIDQ6177545zbMATH OpenOpenAlexFDO

Authors Le Yin, Geng Zhang, Hui Gao

Publication date 31 August 2023

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

Full work available at URL https://doi.org/10.1016/j.jfranklin.2023.06.032

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

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Cites work

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Cited in

(5)

• Moving horizon estimation for ARMAX processes with additive output noise
• Optimal reconstruction of ARMA signals with decimated samples under corrupting noise by use of multirate Kalman filter
• Identification of ARX and ARARX models in the presence of input and output noises
• scientific article; zbMATH DE number 29703 (Why is no real title available?)
• Identification of ARMAX systems with bounded noise

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