Recursive identification of noisy autoregressive models via a noise-compensated overdetermined instrumental variable method

DOI10.61822/AMCS-2024-0005MaRDI QIDQ6567104zbMATH OpenFDO

Authors Matteo Barbieri, Roberto Diversi

Publication date 4 July 2024

Published in International Journal of Applied Mathematics and Computer Science (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported

zbMATH Keywords

recursive estimationsystem identificationYule-Walker equationscondition monitoring systemsnoisy autoregressive models

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

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• Time-Varying Autoregressive (TVAR) Models for Multiple Radar Observations
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