New Approach to Recursive Identification for ARMAX Systems
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Publication:4978775
DOI10.1109/TAC.2010.2041997zbMath1368.93741MaRDI QIDQ4978775
Publication date: 25 August 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Identification in stochastic control theory (93E12) Stochastic approximation (62L20)
Related Items (5)
Recursive identification for EIV ARMAX systems ⋮ Recursive estimators with Markovian jumps ⋮ A New Recursive Estimation Method for Single Input Single Output Models ⋮ A stopping rule for stochastic approximation ⋮ Hankel matrices for system identification
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