Recursive identification for EIV ARMAX systems

DOI10.1007/s11432-009-0195-5zbMath1182.93037OpenAlexW2171995582MaRDI QIDQ848399

Chen, Hanfu

Publication date: 3 March 2010

Published in: Science in China. Series F (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11432-009-0195-5

zbMATH Keywords

convergencerecursive identificationerrors-in-variablesmultivariate ARMAX

Mathematics Subject Classification ID

System identification (93B30) Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10)

Related Items (1)

Global solutions to a class of CEC benchmark constrained optimization problems

Cites Work

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• New Approach to Recursive Identification for ARMAX Systems
• Spectral Factorization of Multiple Time Series
• Factorization of the Covariance Generating Function of a Pure Moving Average Process
• Errors-in-variables methods in system identification

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