Suboptimum Maximum Likelihood Identification of ARMAX Processes

DOI10.1115/1.2896183MaRDI QIDQ3979589zbMATH OpenOpenAlexFDO

Authors

Publication date 26 June 1992

Published in Journal of Dynamic Systems, Measurement, and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1115/1.2896183

zbMATH Keywords

ARMAX modelstwo-stage least-squares strategy

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

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