Instability detection of ARMA systems based on AR system identification
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Publication:2430964
DOI10.1016/j.sysconle.2010.12.003zbMath1210.93071OpenAlexW1975159425MaRDI QIDQ2430964
Seunggyun Cheong, Bitmead, Robert R.
Publication date: 8 April 2011
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2010.12.003
instabilitysystem identificationparameter estimationdetectionARMAleast squares autoregressive estimate
Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)
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