Instability detection of ARMA systems based on AR system identification

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

zbMATH Keywords

instabilitysystem identificationparameter estimationdetectionARMAleast squares autoregressive estimate

Mathematics Subject Classification ID

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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