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
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;
Conference_Titel :
Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
Conference_Location :
Sydney, NSW
Print_ISBN :
0-7803-6638-7
DOI :
10.1109/CDC.2000.912759
