Set membership prediction of nonlinear time series

DOI10.1109/TAC.2005.858693zbMath1365.62357OpenAlexW2562977698MaRDI QIDQ5274193

Carlo Novara, Mario Milanese

Publication date: 12 July 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2005.858693

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10)

Related Items (9)

Set membership identification of nonlinear systems ⋮ Nonlinear system identification in Sobolev spaces ⋮ Unified set membership theory for identification, prediction and filtering of nonlinear systems ⋮ Moving horizon estimation for ARMAX processes with additive output noise ⋮ Learning noisy functions via interval models ⋮ Nonlinear set membership prediction of river flow ⋮ Interval predictor models: identification and reliability ⋮ Sparse set membership identification of nonlinear functions and application to fault detection ⋮ The filter design from data (FD2) problem: nonlinear set membership approach

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