Optimal calculation of residuals for ARMAX models with application to model verification

DOI10.1016/S0947-3580(97)70081-5zbMath0890.93026OpenAlexW2065288510MaRDI QIDQ1375155

J. Ning

Publication date: 1 July 1998

Published in: European Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0947-3580(97)70081-5

zbMATH Keywords

predictionmodel testingmodel verificationARMAX modelsbackforecasting

Mathematics Subject Classification ID

System identification (93B30) Identification in stochastic control theory (93E12)

Uses Software

• System Identification Toolbox

Cites Work

• On covariance function tests used in system identification
• Introduction to stochastic control theory
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