On behavioral model identification

DOI10.1016/J.SIGPRO.2004.03.010zbMath1152.94346OpenAlexW4243166461MaRDI QIDQ951576

Anders Robertsson, Rolf Johansson

Publication date: 27 October 2008

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sigpro.2004.03.010

zbMATH Keywords

system identificationstate-space systembehavioral systemstime-series analysis

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Filtering in stochastic control theory (93E11) Detection theory in information and communication theory (94A13)

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