• DocumentCode
    2985187
  • Title

    An iterative method for identification of ARX models from incomplete data

  • Author

    Wallin, Ragnar ; Isaksson, Alf J. ; Ljung, Lennart

  • Author_Institution
    Div. of Process Control, R. Inst. of Technol., Stockholm, Sweden
  • Volume
    1
  • fYear
    2000
  • fDate
    2000
  • Firstpage
    203
  • Abstract
    Describes a very simple and intuitive algorithm to estimate parameters of ARX models from incomplete data sets. An iterative scheme involving two least squares steps and a bias correction is all that is needed
  • Keywords
    autoregressive processes; iterative methods; least squares approximations; parameter estimation; ARX models; bias correction; incomplete data sets; Equations; Iterative methods; Least squares approximation; Parameter estimation; Process control; Sensor phenomena and characterization; Signal processing; Statistics; Vectors; Writing;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
  • Conference_Location
    Sydney, NSW
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-6638-7
  • Type

    conf

  • DOI
    10.1109/CDC.2000.912759
  • Filename
    912759
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2985187