The Analysis of Closed-Loop Dynamic-Stochastic Systems

DOI10.2307/1267669MaRDI QIDQ4042556zbMATH OpenOpenAlexFDO

Authors G. E. P. Box, J. F. MacGregor

Publication date 1974

Full work available at URL https://doi.org/10.2307/1267669

Mathematics Subject Classification ID

Stochastic analysis (60H99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10)

Cited in

(10)

• A scheme of adaptive control
• Identification of processes in closed loop-identifiability and accuracy aspects
• Causality in temporal systems. Characterizations and a Survey
• Closed-loop identification condition for ARMAX models using routine operating data
• A note on transfer function model specification with noisy closed-loop input data
• Statistical process adjustment: a brief retrospective, current status, and some opportunities for further work
• Parameter-based conditions for closed-loop system identifiability of ARX models with routine operating data
• George Box's contributions to time series analysis and forecasting
• An overview of George Box's contributions to process monitoring and feedback adjustment
• A test for the presence of pure feedback in multivariate dynamic stochastic systems

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