Fast algorithm for identification of an ARX model and its order determination

DOI10.1109/TASSP.1982.1163904zbMath0577.93072OpenAlexW2011570781MaRDI QIDQ3699594

Yoshimi Monden, Suguru Arimoto, Masashi Yamada

Publication date: 1982

Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tassp.1982.1163904

zbMATH Keywords

ARX modelsfittingfast algorithm

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Identification in stochastic control theory (93E12) Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99)

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