Identification of parameter bounds for ARMAX models from records with bounded noise

DOI10.1080/00207178708933738zbMath0622.93074OpenAlexW2030355728MaRDI QIDQ3760412

John P. Norton

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1080/00207178708933738

zbMATH Keywords

biasbounded noiseautoregressive-moving-average-exogeneous modelsparameter bounding algorithm

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Related Items

Zonotope-based recursive estimation of the feasible solution set for linear static systems with additive and multiplicative uncertainties, Identification and application of bounded-parameter models, Parametric subsystem set estimation for interconnected systems, Estimation of model quality, Parameter bounds for ARMAX models from records with bounded errors in variables, Parameter estimation algorithms for a set-membership description of uncertainty, Robust performance optimization of open loop type problems using models from standard identification, Improved parameter bounds for set-membership EIV problems, Interval constraint propagation with application to bounded-error estimation, Identification of regularized models in the linear regression class, Predictive self-tuning control by parameter bounding and worst-case design, Set inversion via interval analysis for nonlinear bounded-error estimation, Feasible parameter set for linear models with bounded errors in all variables

Cites Work

• On the value of information in system identification-bounded noise case
• Estimation theory and uncertainty intervals evaluation in presence of unknown but bounded errors: Linear families of models and estimators