On covariance function tests used in system identification

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DOI10.1016/0005-1098(90)90164-DzbMath0714.93056OpenAlexW2006250902MaRDI QIDQ751604

Torsten Söderström, Petre Stoica

Publication date: 1990

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(90)90164-d

zbMATH Keywords

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

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Identification in stochastic control theory (93E12)

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Uses Software

System Identification Toolbox

Cites Work

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