TRANSFER FUNCTION ESTIMATION

DOI10.1111/J.1467-9892.1993.TB00159.XMaRDI QIDQ4272769zbMATH OpenOpenAlexFDO

Authors Laimonis Kavalieris

Publication date 20 December 1993

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9892.1993.tb00159.x

zbMATH Keywords

autoregressive approximationautoregressive modelconsistencyinformation criterionlinear systemmartingale transformsmeasurement noisenew uniform convergence lawnoise spectrum estimatesorder estimationparameterizationselection of model orderstransfer function

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Estimation and detection in stochastic control theory (93E10)

Recommendations

• Black-box Identification of Transfer Functions: Asymptotic Results for Increasing Model Order and Data Records
• Nonparametric estimation of transfer functions: rates of convergence and adaptation
• scientific article; zbMATH DE number 4020269
• Asymptotic properties of the least-squares method for estimating transfer functions and disturbance spectra
• Asymptotic properties of black-box identification of transfer functions

Cites work

• scientific article; zbMATH DE number 193126 (Why is no real title available?)
• scientific article; zbMATH DE number 3502497 (Why is no real title available?)
• Monotonicity of the Variance Under Truncation and Variations of Jensen's Inequality
• Multivariate linear time series models
• Recursive estimation of mixed autoregressive-moving average order

Cited in

(29)

• Selecting the best linear transfer function model
• On the estimation of transfer functions
• Estimation and deconvolution when the transfer function has zeros
• Identification of transfer function matrix using higher-order spectra
• Template generation for continuous transfer functions using interval analysis
• Auxiliary model method for transfer function estimation from noisy input and output data
• Transfer function and transient estimation by Gaussian process regression in the frequency domain
• ITERATIVE AND RECURSIVE ESTIMATION OF TRANSFER FUNCTIONS
• scientific article; zbMATH DE number 3867197 (Why is no real title available?)
• scientific article; zbMATH DE number 5636808 (Why is no real title available?)
• TRANSFER FUNCTION MODEL ORDER AND PARAMETER ESTIMATION
• scientific article; zbMATH DE number 4020269 (Why is no real title available?)
• Black-box Identification of Transfer Functions: Asymptotic Results for Increasing Model Order and Data Records
• scientific article; zbMATH DE number 4064884 (Why is no real title available?)
• scientific article; zbMATH DE number 4110607 (Why is no real title available?)
• Statistical properties of frequency response estimators and the determination of confidence intervals for transfer function parameters
• Quantifying the error in estimated transfer functions with application to model order selection
• Asymptotic properties of the least-squares method for estimating transfer functions and disturbance spectra
• Transfer function estimation from noisy input and output data
• scientific article; zbMATH DE number 1244296 (Why is no real title available?)
• Iterative Least Squares Estimation and Identification of the Transfer Function Model
• Nonparametric estimation of transfer functions: rates of convergence and adaptation
• On approximate pulse transfer functions
• scientific article; zbMATH DE number 3998400 (Why is no real title available?)
• scientific article; zbMATH DE number 2116103 (Why is no real title available?)
• Nonparametric transfer function models
• scientific article; zbMATH DE number 5039637 (Why is no real title available?)
• Smoothness priors transfer function estimation
• A numerical algorithm for extrapolation of transfer functions

This page was built for publication: TRANSFER FUNCTION ESTIMATION

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4272769)