ARMAX systems in structural specification are considered. Topological and geometric properties of the parameter space and of the parameterization which are important for the properties of the estimators, regardless of their special form, are investigated and the specification of the maximum lag lengths is discussed
AbstractThe first section of the paper introduces known theory relating to the description of the se...
This paper outlines how the stationary ARMA(p, q) model can be specified as a structural equations m...
This paper will give a general introduction to the parameter estimation problem for dynamical models...
The asymptotic properties of maximum likelihood estimates of a vector ARMAX system are considered un...
AbstractThe asymptotic properties of maximum likelihood estimates of a vector ARMAX system are consi...
This paper addresses the problem of identifying echelon canonical forms for a vector autoregressive ...
AbstractA general framework for parametrizations of ARMAX systems in the case of (essentially) affin...
The representation of ARMA systems in canonical state space is described and the idea of order and t...
It is shown that an autoregressive moving average with exogenous input (ARMAX) system can be represe...
The problem of identifying the best model from a parameterized class of structural models (e.g. a cl...
When performing practical identication the structural issue often cannot be neglected since the cond...
If an ARMAX model has zeros in the MA part which are close to the unit circle, then the one step pre...
This thesis is concerned with the development of linear multi-stage methods that are capable of over...
SIGLETIB Hannover: RN 6363(1990,1) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische Inf...
System Identification is used to build mathematical models of a dynamic system based on measured da...
AbstractThe first section of the paper introduces known theory relating to the description of the se...
This paper outlines how the stationary ARMA(p, q) model can be specified as a structural equations m...
This paper will give a general introduction to the parameter estimation problem for dynamical models...
The asymptotic properties of maximum likelihood estimates of a vector ARMAX system are considered un...
AbstractThe asymptotic properties of maximum likelihood estimates of a vector ARMAX system are consi...
This paper addresses the problem of identifying echelon canonical forms for a vector autoregressive ...
AbstractA general framework for parametrizations of ARMAX systems in the case of (essentially) affin...
The representation of ARMA systems in canonical state space is described and the idea of order and t...
It is shown that an autoregressive moving average with exogenous input (ARMAX) system can be represe...
The problem of identifying the best model from a parameterized class of structural models (e.g. a cl...
When performing practical identication the structural issue often cannot be neglected since the cond...
If an ARMAX model has zeros in the MA part which are close to the unit circle, then the one step pre...
This thesis is concerned with the development of linear multi-stage methods that are capable of over...
SIGLETIB Hannover: RN 6363(1990,1) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische Inf...
System Identification is used to build mathematical models of a dynamic system based on measured da...
AbstractThe first section of the paper introduces known theory relating to the description of the se...
This paper outlines how the stationary ARMA(p, q) model can be specified as a structural equations m...
This paper will give a general introduction to the parameter estimation problem for dynamical models...
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