×

zbMATH — the first resource for mathematics

The determination of the order of process- and noise dynamics. (English) Zbl 0307.93038
Identif. Syst. Param. Estim., Proc. 3rd IFAC Symp., The Hague/Delft, 929-938 (1973).

MSC:
93E10 Estimation and detection in stochastic control theory
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
References:
[1] Woodside, C. M.: Estimation of the order of linear systems. Preprints second IFAC symposium on identification (1970) · Zbl 0227.93024
[2] åström, K. J.: Lectures on the identification problem–the least squares method. Report 6806 (1968)
[3] Gustavsson, I.: Maximum likelihood identification of the ågesta reactor and comparison with the results of spectral analysis. Report 6903 (1969)
[4] Chow, J. C.: On estimating the orders of an autoregressive moving-average process with uncertain observations. IEEE trans. Aut. control 17, 707-709 (1972)
[5] Van Der Sommen, F. L. M.: The determination of the order of linear systems. M.sc. report (1971)
[6] Talmon, J. L.; Den Boom, A. J. W. Van: On the estimation of the transfer function parameters of process- and noise dynamics using a single-stage estimator. Proceedings third IFAC symposium on identification (1973) · Zbl 0307.93037
[7] Laning, J. H.; Battin, R. H.: Random processes in automatic control. (1956)
[8] Lee, R. C. K.: Optimal estimation identification and control. (1964) · Zbl 0137.35703
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.