A bootstrap method for structure detection of NARMAX models

DOI10.1080/00207170310001646264zbMath1060.93098OpenAlexW2116556955MaRDI QIDQ4474753

H. L. Galiana, Sunil L. Kukreja, R. E. Kearney

Publication date: 12 July 2004

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

Full work available at URL: https://doi.org/10.1080/00207170310001646264

zbMATH Keywords

robustnessMonte Carlo simulationstructure detectionbootstrap techniqueextended least-squares parameter estimationnonlinear NARMAX models

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Design techniques (robust design, computer-aided design, etc.) (93B51) Identification in stochastic control theory (93E12)

Related Items

Computational system identification for Bayesian NARMAX modelling ⋮ Structure detection and parameter estimation for NARX models in a unified EM framework ⋮ Computational system identification of continuous-time nonlinear systems using approximate Bayesian computation ⋮ Improved parameter estimates for non-linear dynamical models using a bootstrap method ⋮ Application of a least absolute shrinkage and selection operator to aeroelastic flight test data ⋮ Online identification of the bilinear model expansion on Laguerre orthonormal bases

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