Parameter estimation with closed-loop operating data under time varying discrete proportional-integral control

DOI10.1080/03610919708813375zbMath0900.62555OpenAlexW2053715437MaRDI QIDQ4387654

Alberto Luceño

Publication date: 16 November 1998

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919708813375

zbMATH Keywords

dynamicsdisturbancetime seriesopen loopprocess control

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Fast optimization of the exact likelihood of AR and ARMA processes
• Optimal Properties of Exponentially Weighted Forecasts
• Parameter Estimation with Closed-Loop Operating Data
• An algorithm for the exact likelihood of a mixed autoregressive-moving average process
• Selection of Sampling Interval and Action Limit for Discrete Feedback Adjustment
• A fast algorithm for the exact likelihood of stationary and partially nonstationary vector autoregressive-moving average processes

This page was built for publication: Parameter estimation with closed-loop operating data under time varying discrete proportional-integral control