The Box-Jenkins Steiglitz-McBride algorithm

DOI10.1016/j.automatica.2015.12.001zbMath1328.93273OpenAlexW2234916668MaRDI QIDQ905798

Yucai Zhu, Håkan Hjalmarsson

Publication date: 28 January 2016

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2015.12.001

zbMATH Keywords

system identificationBox-Jenkins modelhigh-order ARX-modelingSteiglitz-McBride method

Mathematics Subject Classification ID

Related Items (2)

Open-loop asymptotically efficient model reduction with the Steiglitz-McBride method ⋮ Estimating models with high-order noise dynamics using semi-parametric weighted null-space fitting

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