Estimation and prediction with ARMMAX model: a mixture of ARMAX models with common ARX part

DOI10.1002/acs.747zbMath1023.93060OpenAlexW2028591935MaRDI QIDQ4707178

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Publication date: 10 June 2003

Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/acs.747

zbMATH Keywords

Bayesian estimationARMAX modelfinite mixturesmulti-directional search

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10)

Related Items

Robust estimation of autoregressive processes using a mixture-based filter-bank

Uses Software

• fminsearch

Cites Work

• Unnamed Item
• Quantification of prior information revised
• On the Convergence of the Multidirectional Search Algorithm
• Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
• On Information and Sufficiency

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