On covariance function tests used in system identification

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Publication:751604

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DOI10.1016/0005-1098(90)90164-DzbMath0714.93056MaRDI QIDQ751604

Petre Stoica, Torsten Söderström

Publication date: 1990

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

parameter estimation; covariance function; statistical tests; prediction error methods; model validation; correlation methods; covariance tests; system order determination

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

93E12: Identification in stochastic control theory

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Uses Software

System Identification Toolbox

Cites Work

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