Parameter bounds for ARMAX models from records with bounded errors in variables

DOI10.1080/00207179308934384zbMath0774.93021OpenAlexW1982857058MaRDI QIDQ4036115

Vito Cerone

Publication date: 16 May 1993

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

Full work available at URL: https://doi.org/10.1080/00207179308934384

zbMATH Keywords

parameter boundserrors in variables problemperformed using

Mathematics Subject Classification ID

System identification (93B30)

Related Items (6)

Set-membership errors-in-variables identification of MIMO linear systems ⋮ Enforcing stability constraints in set-membership identification of linear dynamic systems ⋮ Bounded-error identification for closed-loop systems ⋮ Improved parameter bounds for set-membership EIV problems ⋮ Bounding the parameters of block‐structured nonlinear feedback systems ⋮ Identification of regularized models in the linear regression class

Cites Work

• Unnamed Item
• Optimality of central and projection algorithms for bounded uncertainty
• Reformulation of parameter identification with unknown-but-bounded errors
• Maximum likelihood estimators and worst case optimal algorithms for system identification
• On the value of information in system identification-bounded noise case
• Identification of stochastic linear systems in presence of input noise
• Optimal estimation theory for dynamic systems with set membership uncertainty: An overview
• Identification of objects with unknown bounded disturbances
• Identification of parameter bounds for ARMAX models from records with bounded noise
• Estimation theory and uncertainty intervals evaluation in presence of unknown but bounded errors: Linear families of models and estimators

This page was built for publication: Parameter bounds for ARMAX models from records with bounded errors in variables