On covariance function tests used in system identification
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Cites work
- scientific article; zbMATH DE number 3565994 (Why is no real title available?)
- scientific article; zbMATH DE number 3633585 (Why is no real title available?)
- scientific article; zbMATH DE number 3997615 (Why is no real title available?)
- A Gaussian Approximation to the Distribution of a Definite Quadratic Fo
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- Diagnostic testing of univariate time series models
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- On a measure of lack of fit in time series models
- On covariance function tests used in system identification
- On the problem of ambiguities in maximum likelihood identification
- Significance levels of the Box-Pierce portmanteau statistic in finite samples
- The Multivariate Portmanteau Statistic
Cited in
(only showing first 100 items - show all)- Identification of nonlinear systems using empirical data and prior knowledge -- An optimization approach
- On homogeneous least-squares problems and the inconsistency introduced by mis-constraining
- Irreducible continuous model identification via Markov parameter estimation
- The effects of rapid sampling in system identification
- Finite sample properties of system identification of ARX models under mixing conditions
- Fast approximate identification of nonlinear systems
- Interval-excitation through impulse sequences. A technical lemma
- Identification of dynamic errors-in-variables models: Approaches based on two-dimensional ARMA modeling of the data
- Integral constraints on the accuracy of least-squares estimation
- An adaptive method to parameter identification and synchronization of fractional-order chaotic systems with parameter uncertainty
- Identifiability of the deconvolution problem
- Numerical integration approach to on-line identification of continuous- time systems
- Non-asymptotic confidence regions for model parameters in the presence of unmodelled dynamics
- Analysis of linear methods for robust identification in \(\ell_ 1\)
- A randomized algorithm for nonlinear model structure selection
- Consensus-based decentralized real-time identification of large-scale systems
- A higher-order correlation method for model-order and parameter estimation
- Frequency domain maximum likelihood estimation of linear dynamic errors-in-variables models
- Stationary behavior of an anti-windup scheme for recursive parameter estimation under lack of excitation
- An interpretation of the dual problem of the THREE-like approaches
- A high-order Yule-Walker method for estimation of the AR parameters of an ARMA model
- An improved method for Wiener-Hammerstein system identification based on the fractional approach
- Misfit versus latency
- Subspace identification using instrumental variable techniques
- A bias-correction method for closed-loop identification of linear parameter-varying systems
- On the identifiability of the time delay with least-squares methods
- Spectral estimation by least-squares optimization based on rational covariance extension
- Modeling continuous-time processes via input-to-state filters
- LTI approximation of nonlinear systems via signal distribution theory
- An indirect prediction error method for system identification
- Long-term fading channel estimation from sample covariances
- Squared and absolute errors in optimal approximation of nonlinear systems.
- Structure discrimination in block-oriented models using linear approximations: a theoretic framework
- Joining and decomposing reaction networks
- Control of complex nonlinear dynamic rational systems
- The filtering based maximum likelihood recursive least squares estimation for multiple-input single-output systems
- On Tikhonov regularization, bias and variance in nonlinear system identification
- Box-Jenkins alike identification using nonparametric noise models
- Non-asymptotic quality assessment of generalised FIR models with periodic inputs
- Identification of semi-physical and black-box non-linear models: The case of MR-dampers for vehicles control
- LTI modelling of NFIR systems: near-linearity and control, LS estimation and linearization
- On the lower smoothing bound in identification of time-varying systems
- Learning noisy functions via interval models
- Pseudo-canonical forms, identifiable parametrizations and simple parameter estimation for linear multivariable systems: Parameter estimation
- Subspace-based identification of infinite-dimensional multivariable systems from frequency-response data
- Assessing the strength of cardiac and sympathetic baroreflex controls via transfer entropy during orthostatic challenge
- Errors-in-variables identification using maximum likelihood estimation in the frequency domain
- Good, bar or optimal? Performance assessment of multivariable processes
- Decomposition of human motion into dynamics-based primitives with application to drawing tasks.
- Maximum likelihood estimation for non-minimum-phase noise transfer function with Gaussian mixture noise distribution
- Identification of dynamic systems using multiple input-single output (MISO) models
- Low-order self-tuner for fault-tolerant control of a class of unknown nonlinear stochastic sampled-data systems
- Robust identification of OE model with constrained output using optimal input design
- Virtual reference feedback tuning for non-minimum phase plants
- The cost of complexity in system identification: the output error case
- Optimal experiment design for identification of ARX models with constrained output in non-Gaussian noise
- Optimal experimental design and some related control problems
- A homotopy approach to improving PEM identification of ARMAX models
- Auxiliary model based recursive and iterative least squares algorithm for autoregressive output error autoregressive systems
- Recursive algorithms for identification in closed loop: A unified approach and evaluation
- Closed-loop identification condition for ARMAX models using routine operating data
- Non-parametric identification of viscoelastic materials from wave propagatio experiments
- Hammerstein-Wiener system estimator initialization
- Correlation-based tuning of decoupling multivariable controllers
- Identification of linear dynamic systems using piecewise constant exitations: Use, misuse and alternatives
- Realization of stable models with subspace methods
- An approach to closed-loop subspace identification by orthogonal decomposition
- On the indirect approaches for CARMA model identification
- Non-stationary stochastic embedding for transfer function estimation
- Non-asymptotic confidence ellipsoids for the least-squares estimate
- Subspace identification of closed loop systems by the orthogonal decomposition method
- Application of a subspace model identification technique to identify LTI systems operating in closed-loop
- Recusrsive prediction error identification using the nonlinear Wiener model
- Estimation and tracking of complex-valued quasi-periodically varying systems
- Iterative robust control: speeding up improvement through iterations
- Analysis of closed-loop identification with a tailor-made parameterization. With discussion by I. D. Landau, A. Karimi and F. De Bruyne.
- Identification of closed-loop systems with low-order controllers
- Multivariable time series sediment dynamical model and its identification in Rufiji Delta, Tanzania
- Comparison of the closed-loop identification methods in terms of the bias distribution
- On the worst-case divergence of the least-squares algorithm
- A set of novel correlation tests for nonlinear system variables
- The asymptotic model quality assessment for instrumental variable identification revisited
- Consistency of subspace methods for signals with almost-periodic components
- Common factor detection and estimation
- On resampling and uncertainty estimation in linear system identification
- Improved estimation performance using known linear constraints
- On the martingale approximation of the estimation error of ARMA parameters
- Variance properties of a two-step ARX estimation procedure
- Non-parametric methods for \({\mathcal L}_2\)-gain estimation using iterative experiments
- On the equivalence of least costly and traditional experiment design for control
- Representation and identification of non-parametric nonlinear systems of short term memory and low degree of interaction
- Errors-in-variables identification in dynamic networks-consistency results for an instrumental variable approach
- Optimal instrumental-variable methods for identification of multivariable linear systems
- Optimal input design for system identification using spectral decomposition
- Interval predictor models: identification and reliability
- Identification of nonlinear system structure and parameters using regime decomposition
- A IV based criterion for model order selection
- Estimation of model quality
- Identification of nonlinear systems using polynomial nonlinear state space models
- An insight into instrumental variable frequency-domain subspace identification
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