Moving horizon estimation for ARMAX processes with additive output noise
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Publication:1730071
DOI10.1016/j.jfranklin.2018.11.019zbMath1409.93065OpenAlexW2907734089WikidataQ128654572 ScholiaQ128654572MaRDI QIDQ1730071
Publication date: 11 March 2019
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2018.11.019
Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12) Stochastic stability in control theory (93E15)
Related Items (3)
\(\mathcal{H}_2\) control and filtering of discrete-time LPV systems exploring statistical information of the time-varying parameters ⋮ Convergence analysis of forgetting factor least squares algorithm for ARMAX time-delay models ⋮ Estimation of ARMAX processes with noise corrupted output signal observations
Uses Software
Cites Work
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