Add to ORKGBy applying some iterative algorithm a nonlinear minimization problem is solved in order to obtain estimates for the parameters of an ARMA-model. The algorithm contains a special Q - R decomposition using the structure of the problem in an optimal way
The parameter estimation problem of a two-dimensional autoregressive moving average (2-D ARMA) model...
ARMAX models are widely used in identification and are a standard tool in control engineering for bo...
Abstract. To identify time-varying matrix parameter participating in ARMAX-model description, a new ...
In this paper an algorithm is given to compute least squares estimates for the parameters of a dynam...
In this paper, we analyze a novel algorithm for 2-D ARMA model parameter estimation in the presence ...
The parameters of an ARMA system and of additive ARMA output disturbance with mutually different pol...
It has been shown earlier that the problem of multichannel autoregressive moving average (ARMA) para...
This paper proposes a new method for identifying ARMA models in the presence of additive white noise...
This paper is devoted to the R-estimation problem for the parameter of a stationary ARMA model. The ...
Abstract—A linear and nonlinear autoregressive (AR) moving average (MA) (ARMA) identification algori...
In this thesis we compare the performances of instrumental variable (IV) methods for estimating AR p...
This study is based on the observation that if the bootstrapping is combined with different paramete...
L'identification d'un processus ARMA (auto-regressive-moving average) consiste à déterminer ses ordr...
A recursive algorithm for ARMA (autoregressive moving average) filtering has been developed in a com...
The paper investigates the relation between the parameters of an autoregressive moving average (ARMA...
The parameter estimation problem of a two-dimensional autoregressive moving average (2-D ARMA) model...
ARMAX models are widely used in identification and are a standard tool in control engineering for bo...
Abstract. To identify time-varying matrix parameter participating in ARMAX-model description, a new ...
In this paper an algorithm is given to compute least squares estimates for the parameters of a dynam...
In this paper, we analyze a novel algorithm for 2-D ARMA model parameter estimation in the presence ...
The parameters of an ARMA system and of additive ARMA output disturbance with mutually different pol...
It has been shown earlier that the problem of multichannel autoregressive moving average (ARMA) para...
This paper proposes a new method for identifying ARMA models in the presence of additive white noise...
This paper is devoted to the R-estimation problem for the parameter of a stationary ARMA model. The ...
Abstract—A linear and nonlinear autoregressive (AR) moving average (MA) (ARMA) identification algori...
In this thesis we compare the performances of instrumental variable (IV) methods for estimating AR p...
This study is based on the observation that if the bootstrapping is combined with different paramete...
L'identification d'un processus ARMA (auto-regressive-moving average) consiste à déterminer ses ordr...
A recursive algorithm for ARMA (autoregressive moving average) filtering has been developed in a com...
The paper investigates the relation between the parameters of an autoregressive moving average (ARMA...
The parameter estimation problem of a two-dimensional autoregressive moving average (2-D ARMA) model...
ARMAX models are widely used in identification and are a standard tool in control engineering for bo...
Abstract. To identify time-varying matrix parameter participating in ARMAX-model description, a new ...