Grønneberg, Steffen; Holcblat, Benjamin On partial-sum processes of ARMAX residuals. (English) Zbl 1435.62325 Ann. Stat. 47, No. 6, 3216-3243 (2019). Reviewer: Alessandro Selvitella (Fort Wayne) MSC: 62M10 60F17 62J20 91B84 62R10 PDF BibTeX XML Cite \textit{S. Grønneberg} and \textit{B. Holcblat}, Ann. Stat. 47, No. 6, 3216--3243 (2019; Zbl 1435.62325) Full Text: DOI Euclid
Yin, Le; Gao, Hui Moving horizon estimation for ARMAX processes with additive output noise. (English) Zbl 1409.93065 J. Franklin Inst. 356, No. 4, 2090-2110 (2019). MSC: 93E10 93E24 93E12 93E15 PDF BibTeX XML Cite \textit{L. Yin} and \textit{H. Gao}, J. Franklin Inst. 356, No. 4, 2090--2110 (2019; Zbl 1409.93065) Full Text: DOI
Shumway, Robert H.; Stoffer, David S. Time series analysis and its applications. With R examples. 4th edition. (English) Zbl 1367.62004 Springer Texts in Statistics. Cham: Springer (ISBN 978-3-319-52451-1/pbk; 978-3-319-52452-8/ebook). xiii, 562 p. (2017). Reviewer: Hans-Jürgen Schmidt (Potsdam) MSC: 62-01 62M10 62-04 62M20 62P12 65C60 PDF BibTeX XML Cite \textit{R. H. Shumway} and \textit{D. S. Stoffer}, Time series analysis and its applications. With R examples. 4th edition. Cham: Springer (2017; Zbl 1367.62004) Full Text: DOI
Ma, Liang; Liu, Xinggao Recursive maximum likelihood method for the identification of Hammerstein ARMAX system. (English) Zbl 07162108 Appl. Math. Modelling 40, No. 13-14, 6523-6535 (2016). MSC: 93 68 PDF BibTeX XML Cite \textit{L. Ma} and \textit{X. Liu}, Appl. Math. Modelling 40, No. 13--14, 6523--6535 (2016; Zbl 07162108) Full Text: DOI
Lakshmi, K.; Rama Mohan Rao, A. Structural damage detection using ARMAX time series models and cepstral distances. (English) Zbl 1365.74150 Sādhanā 41, No. 9, 1081-1097 (2016). MSC: 74R99 62M10 62P30 74S30 PDF BibTeX XML Cite \textit{K. Lakshmi} and \textit{A. Rama Mohan Rao}, Sādhanā 41, No. 9, 1081--1097 (2016; Zbl 1365.74150) Full Text: DOI
Ma, Liang; Liu, Xinggao A nonlinear recursive instrumental variables identification method of Hammerstein ARMAX system. (English) Zbl 1345.93069 Nonlinear Dyn. 79, No. 2, 1601-1613 (2015). MSC: 93C10 93E12 93C40 62M10 93E15 37M05 37N35 PDF BibTeX XML Cite \textit{L. Ma} and \textit{X. Liu}, Nonlinear Dyn. 79, No. 2, 1601--1613 (2015; Zbl 1345.93069) Full Text: DOI
Klein, André; Mélard, Guy An algorithm for the exact Fisher information matrix of vector ARMAX time series. (English) Zbl 1283.62186 Linear Algebra Appl. 446, 1-24 (2014). MSC: 62M10 15B99 65C60 PDF BibTeX XML Cite \textit{A. Klein} and \textit{G. Mélard}, Linear Algebra Appl. 446, 1--24 (2014; Zbl 1283.62186) Full Text: DOI
Wang, Jyh-Haw; Tsai, Jason Sheng-Hong; Huang, Jian-Syun; Guo, Shu-Mei; Shieh, Leang-San A low-order active fault-tolerant state space self-tuner for the unknown sampled-data nonlinear singular system using OKID and modified ARMAX model-based system identification. (English) Zbl 1351.93159 Appl. Math. Modelling 37, No. 3, 1242-1274 (2013). MSC: 93E11 93C57 93B30 PDF BibTeX XML Cite \textit{J.-H. Wang} et al., Appl. Math. Modelling 37, No. 3, 1242--1274 (2013; Zbl 1351.93159) Full Text: DOI
Vogt, Michael System identification techniques based on support vector machines without bias term. (English) Zbl 1284.93246 Int. J. Adapt. Control Signal Process. 27, No. 9, 809-826 (2013). MSC: 93E12 62H30 93E24 PDF BibTeX XML Cite \textit{M. Vogt}, Int. J. Adapt. Control Signal Process. 27, No. 9, 809--826 (2013; Zbl 1284.93246) Full Text: DOI
Mossberg, M. Spectral density based estimation of continuous-time ARMAX process parameters. (English) Zbl 1286.93170 Asian J. Control 14, No. 2, 548-552 (2012). MSC: 93E10 93E24 93E12 60H10 PDF BibTeX XML Cite \textit{M. Mossberg}, Asian J. Control 14, No. 2, 548--552 (2012; Zbl 1286.93170) Full Text: DOI
Wang, Jyh-Haw; Tsai, Jason Sheng-Hong; Chen, Yong-Cheng; Guo, Shu-Mei; Shieh, Leang-San An active low-order fault-tolerant state space self-tuner for the unknown sample-data linear regular system with an input-output direct feedthrough term. (English) Zbl 1262.93025 Appl. Math. Sci., Ruse 6, No. 97-100, 4813-4855 (2012). MSC: 93E12 93E11 93E10 PDF BibTeX XML Cite \textit{J.-H. Wang} et al., Appl. Math. Sci., Ruse 6, No. 97--100, 4813--4855 (2012; Zbl 1262.93025) Full Text: Link
Hansson, Anders; Wallin, Ragnar Maximum likelihood estimation of Gaussian models with missing data – Eight equivalent formulations. (English) Zbl 1258.93105 Automatica 48, No. 9, 1955-1962 (2012). MSC: 93E10 93E24 PDF BibTeX XML Cite \textit{A. Hansson} and \textit{R. Wallin}, Automatica 48, No. 9, 1955--1962 (2012; Zbl 1258.93105) Full Text: DOI
Ferreira, M. On tail dependence: a characterization for first-order max-autoregressive processes. (English. Russian original) Zbl 1281.62196 Math. Notes 90, No. 6, 882-893 (2011); translation from Mat. Zametki 90, No. 6, 902-917 (2011). MSC: 62M10 62G32 PDF BibTeX XML Cite \textit{M. Ferreira}, Math. Notes 90, No. 6, 882--893 (2011; Zbl 1281.62196); translation from Mat. Zametki 90, No. 6, 902--917 (2011) Full Text: DOI
Roy, Ajanta; Samanta, G. P. Inventory model with two rates of production for deteriorating items with permissible delay in payments. (English) Zbl 1233.90039 Int. J. Syst. Sci. 42, No. 8, 1375-1386 (2011). MSC: 90B05 PDF BibTeX XML Cite \textit{A. Roy} and \textit{G. P. Samanta}, Int. J. Syst. Sci. 42, No. 8, 1375--1386 (2011; Zbl 1233.90039) Full Text: DOI
Guo, L. Z.; Billings, S. A.; Coca, D.; Balikhin, M. Bayesian identification of stochastic linear systems with observations at multiple scales. (English) Zbl 1230.93093 Int. J. Syst. Sci. 42, No. 8, 1363-1373 (2011). MSC: 93E12 93E03 93C05 93C70 90B18 PDF BibTeX XML Cite \textit{L. Z. Guo} et al., Int. J. Syst. Sci. 42, No. 8, 1363--1373 (2011; Zbl 1230.93093) Full Text: DOI
Shardt, Yuri A. W.; Huang, Biao Closed-loop identification condition for ARMAX models using routine operating data. (English) Zbl 1220.93018 Automatica 47, No. 7, 1534-1537 (2011). MSC: 93B30 93E12 93E03 PDF BibTeX XML Cite \textit{Y. A. W. Shardt} and \textit{B. Huang}, Automatica 47, No. 7, 1534--1537 (2011; Zbl 1220.93018) Full Text: DOI
Shumway, Robert H.; Stoffer, David S. Time series analysis and its applications. With R examples. 3rd revised ed. (English) Zbl 1276.62054 Springer Texts in Statistics. New York, NY: Springer (ISBN 978-1-4419-7864-6/hbk; 978-1-4419-7865-3/ebook; 978-1-4614-2759-9/pbk). xi, 596 p. (2011). Reviewer: Irina Ioana Mohorianu (Norwich) MSC: 62M10 62-04 62M20 62-01 62-07 62Pxx 65C05 PDF BibTeX XML Cite \textit{R. H. Shumway} and \textit{D. S. Stoffer}, Time series analysis and its applications. With R examples. 3rd revised ed. New York, NY: Springer (2011; Zbl 1276.62054) Full Text: DOI
Chen, Han-Fu Recursive identification for stochastic Hammerstein systems. (English) Zbl 1216.93100 Giri, Fouad (ed.) et al., Block-oriented nonlinear system identification. Berlin: Springer (ISBN 978-1-84996-512-5/pbk; 978-1-84996-513-2/ebook). Lecture Notes in Control and Information Sciences 404, 69-87 (2010). MSC: 93E12 93C10 93C55 PDF BibTeX XML Cite \textit{H.-F. Chen}, Lect. Notes Control Inf. Sci. 404, 69--87 (2010; Zbl 1216.93100)
Chen, Hongmei; Nicolis, Orietta; Vidakovic, Brani Multiscale forecasting method using ARMAX models. (English) Zbl 1208.42013 Curr. Dev. Theory Appl. Wavelets 4, No. 3, 267-287 (2010). MSC: 42C40 PDF BibTeX XML Cite \textit{H. Chen} et al., Curr. Dev. Theory Appl. Wavelets 4, No. 3, 267--287 (2010; Zbl 1208.42013) Full Text: Link
Gómez, Víctor; Aparicio-Pérez, Félix; Sánchez-Ávila, Ángel An alternative to transfer function forecasting based on subspace methods. (English) Zbl 1205.62138 Commun. Stat., Simulation Comput. 39, No. 8-10, 1855-1867 (2010). MSC: 62M20 62M10 62H20 65C60 PDF BibTeX XML Cite \textit{V. Gómez} et al., Commun. Stat., Simulation Comput. 39, No. 8--10, 1855--1867 (2010; Zbl 1205.62138) Full Text: DOI
Chen, Han-Fu; Zhao, Wen-Xiao New method of order estimation for ARMA/ARMAX processes. (English) Zbl 1208.65021 SIAM J. Control Optim. 48, No. 6, 4157-4176 (2010). Reviewer: Berwin A. Turlach (Crawley) MSC: 65C60 62M10 62M09 PDF BibTeX XML Cite \textit{H.-F. Chen} and \textit{W.-X. Zhao}, SIAM J. Control Optim. 48, No. 6, 4157--4176 (2010; Zbl 1208.65021) Full Text: DOI
Chen, Hanfu Recursive system identification. (English) Zbl 1212.93305 Acta Math. Sci., Ser. B, Engl. Ed. 29, No. 3, 650-672 (2009). MSC: 93E12 93E25 PDF BibTeX XML Cite \textit{H. Chen}, Acta Math. Sci., Ser. B, Engl. Ed. 29, No. 3, 650--672 (2009; Zbl 1212.93305) Full Text: DOI
Grillenzoni, Carlo Kernel likelihood inference for time series. (English) Zbl 1198.62094 Scand. J. Stat. 36, No. 1, 127-140 (2009). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M10 62G05 62G20 62G15 65C60 PDF BibTeX XML Cite \textit{C. Grillenzoni}, Scand. J. Stat. 36, No. 1, 127--140 (2009; Zbl 1198.62094)
Chen, Hanfu Recursive identification for EIV ARMAX systems. (English) Zbl 1182.93037 Sci. China, Ser. F 52, No. 11, 1964-1972 (2009). MSC: 93B30 93C35 93E10 PDF BibTeX XML Cite \textit{H. Chen}, Sci. China, Ser. F 52, No. 11, 1964--1972 (2009; Zbl 1182.93037) Full Text: DOI
Lim, Christine; Mcaleer, Michael; Min, Jennifer C. H. ARMAX modelling of international tourism demand. (English) Zbl 1168.91474 Math. Comput. Simul. 79, No. 9, 2879-2888 (2009). MSC: 91B74 91B84 91B82 PDF BibTeX XML Cite \textit{C. Lim} et al., Math. Comput. Simul. 79, No. 9, 2879--2888 (2009; Zbl 1168.91474) Full Text: DOI
Ståhl, F.; Johansson, R. Diabetes mellitus modeling and short-term prediction based on blood glucose measurements. (English) Zbl 1157.92021 Math. Biosci. 217, No. 2, 101-117 (2009). MSC: 92C50 93A30 62M10 PDF BibTeX XML Cite \textit{F. Ståhl} and \textit{R. Johansson}, Math. Biosci. 217, No. 2, 101--117 (2009; Zbl 1157.92021) Full Text: DOI
Bauer, Dietmar Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms. (English) Zbl 1294.62189 J. Multivariate Anal. 100, No. 3, 397-421 (2009). MSC: 62M10 62F12 PDF BibTeX XML Cite \textit{D. Bauer}, J. Multivariate Anal. 100, No. 3, 397--421 (2009; Zbl 1294.62189) Full Text: DOI
Ferreira, Marta; Canto e Castro, Luísa Tail and dependence behavior of levels that persist for a fixed period of time. (English) Zbl 1199.60185 Extremes 11, No. 2, 113-133 (2008). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60G70 62G32 PDF BibTeX XML Cite \textit{M. Ferreira} and \textit{L. Canto e Castro}, Extremes 11, No. 2, 113--133 (2008; Zbl 1199.60185) Full Text: DOI
Liu, Sheng; Zhao, Hong Dynamic fuzzy neural network identification using a combination of genetic algorithms and fuzzy clustering. (Chinese. English summary) Zbl 1174.68554 J. Harbin Eng. Univ. 29, No. 8, 825-830 (2008). MSC: 68T10 93B30 03E72 PDF BibTeX XML Cite \textit{S. Liu} and \textit{H. Zhao}, J. Harbin Eng. Univ. 29, No. 8, 825--830 (2008; Zbl 1174.68554)
Hussein, H. M. A. A modified ARMAX-GARCH model: a comparison between Bayesian and non-Bayesian estimators – testing the small-sample properties. (English) Zbl 1163.62068 Far East J. Theor. Stat. 26, No. 2, 129-146 (2008). MSC: 62M10 62F03 62F15 62P20 62J05 62P05 65C05 PDF BibTeX XML Cite \textit{H. M. A. Hussein}, Far East J. Theor. Stat. 26, No. 2, 129--146 (2008; Zbl 1163.62068) Full Text: Link
Guseo, Renato; Guidolin, Mariangela Cellular automata and Riccati equation models for diffusion of innovations. (English) Zbl 1368.68255 Stat. Methods Appl. 17, No. 3, 291-308 (2008). MSC: 68Q80 PDF BibTeX XML Cite \textit{R. Guseo} and \textit{M. Guidolin}, Stat. Methods Appl. 17, No. 3, 291--308 (2008; Zbl 1368.68255) Full Text: DOI
Durali, Mohammad; Fathi, Alireza; Khajepour, Amir; Toyserkani, Ehsan Adaptive modeling of laser powder deposition process for control and monitoring application. (English) Zbl 1182.78016 J. Vib. Control 13, No. 5, 461-473 (2007). MSC: 78A55 78A60 PDF BibTeX XML Cite \textit{M. Durali} et al., J. Vib. Control 13, No. 5, 461--473 (2007; Zbl 1182.78016) Full Text: DOI
Jiang, Rui; Lo, Kueiming Optimal adaptive controller for multidimensional ARMAX model. (English) Zbl 1157.93543 Cybern. Syst. 38, No. 2, 141-154 (2007). MSC: 93E25 93C40 93C55 PDF BibTeX XML Cite \textit{R. Jiang} and \textit{K. Lo}, Cybern. Syst. 38, No. 2, 141--154 (2007; Zbl 1157.93543) Full Text: DOI
Schoukens, J.; Widanage, W. D.; Godfrey, K. R.; Pintelon, R. Initial estimates for the dynamics of a Hammerstein system. (English) Zbl 1123.93042 Automatica 43, No. 7, 1296-1301 (2007). MSC: 93B30 93C10 93B51 93C55 93E03 PDF BibTeX XML Cite \textit{J. Schoukens} et al., Automatica 43, No. 7, 1296--1301 (2007; Zbl 1123.93042) Full Text: DOI
Verhaegen, Michel; Verdult, Vincent Filtering and system identification. A least squares approach. (English) Zbl 1149.93001 Cambridge: Cambridge University Press (ISBN 978-0-521-87512-7/hbk). xv, 405 p. (2007). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 93-01 93E11 93E24 PDF BibTeX XML Cite \textit{M. Verhaegen} and \textit{V. Verdult}, Filtering and system identification. A least squares approach. Cambridge: Cambridge University Press (2007; Zbl 1149.93001) Full Text: DOI
Pintelon, R.; Rolain, Y.; Schoukens, J. Box-Jenkins identification revisited. II: Applications. (English) Zbl 1121.93071 Automatica 42, No. 1, 77-84 (2006). MSC: 93E12 93C55 93C41 93C80 93B30 PDF BibTeX XML Cite \textit{R. Pintelon} et al., Automatica 42, No. 1, 77--84 (2006; Zbl 1121.93071) Full Text: DOI
Filipovic, V. Stochastic multivariable self-tuning tracker for non-Gaussian systems. (English) Zbl 1169.93421 Int. J. Appl. Math. Comput. Sci. 15, No. 3, 351-357 (2005). MSC: 93E20 62M09 PDF BibTeX XML Cite \textit{V. Filipovic}, Int. J. Appl. Math. Comput. Sci. 15, No. 3, 351--357 (2005; Zbl 1169.93421) Full Text: Link EuDML
Norton, J. P.; Chanat, J. G. Linear time-varying models to investigate complex distributed dynamics: A rainfall-runoff example. (English) Zbl 1065.62193 Math. Comput. Simul. 69, No. 1-2, 123-134 (2005). MSC: 62P12 62M10 PDF BibTeX XML Cite \textit{J. P. Norton} and \textit{J. G. Chanat}, Math. Comput. Simul. 69, No. 1--2, 123--134 (2005; Zbl 1065.62193) Full Text: DOI
Bidwell, V. J. Realistic forecasting of groundwater level, based on the eigenstructure of aquifer dynamics. (English) Zbl 1064.62117 Math. Comput. Simul. 69, No. 1-2, 12-20 (2005). MSC: 62P12 62M20 PDF BibTeX XML Cite \textit{V. J. Bidwell}, Math. Comput. Simul. 69, No. 1--2, 12--20 (2005; Zbl 1064.62117) Full Text: DOI
Klein, André; Spreij, Peter On the solution of Stein’s equation and Fisher’s information matrix of an ARMAX process. (English) Zbl 1085.15017 Linear Algebra Appl. 396, 1-34 (2005). Reviewer: Michal Zajac (Bratislava) MSC: 15A24 15A09 62F12 PDF BibTeX XML Cite \textit{A. Klein} and \textit{P. Spreij}, Linear Algebra Appl. 396, 1--34 (2005; Zbl 1085.15017) Full Text: DOI
Hepple, Leslie W. Bayesian model choice in spatial econometrics. (English) Zbl 1073.62115 LeSage, James P. (ed.) et al., Spatial and spatiotemporal econometrics. Amsterdam: Elsevier/JAI (ISBN 0-7623-1148-7/hbk). Advances in Econometrics 18, 101-126 (2004). MSC: 62P20 62F15 62H11 62M10 PDF BibTeX XML Cite \textit{L. W. Hepple}, Adv. Econom. 18, 101--126 (2004; Zbl 1073.62115)
Garatti, S.; Campi, M. C.; Bittanti, S. Assessing the quality of identified models through the asymptotic theory – when is the result reliable? (English) Zbl 1073.93013 Automatica 40, No. 8, 1319-1332 (2004). MSC: 93B30 93E12 PDF BibTeX XML Cite \textit{S. Garatti} et al., Automatica 40, No. 8, 1319--1332 (2004; Zbl 1073.93013) Full Text: DOI
Kerestecioğlu, F.; Çetin, İ. Optimal input design for the detection of changes towards unknown hypotheses. (English) Zbl 1062.93038 Int. J. Syst. Sci. 35, No. 7, 435-444 (2004). Reviewer: Tzvetan Semerdjiev (Sofia) MSC: 93E10 93E12 94A13 62M10 62L10 PDF BibTeX XML Cite \textit{F. Kerestecioğlu} and \textit{İ. Çetin}, Int. J. Syst. Sci. 35, No. 7, 435--444 (2004; Zbl 1062.93038) Full Text: DOI
Królikowski, A.; Kubiak, T.; Lemos, J. M. Self-tuning control under input variance constraint. (English) Zbl 1067.93039 Syst. Sci. 29, No. 1, 135-149 (2003). Reviewer: Ryszard Gessing (Gliwice) MSC: 93C40 93E20 93E35 62L20 PDF BibTeX XML Cite \textit{A. Królikowski} et al., Syst. Sci. 29, No. 1, 135--149 (2003; Zbl 1067.93039)
Fung, Eric H. K.; Wong, Y. K.; Ho, H. F.; Mignolet, Marc P. Modelling and prediction of machining errors using ARMAX and NARMAX structures. (English) Zbl 1040.62113 Appl. Math. Modelling 27, No. 8, 611-627 (2003). MSC: 62P30 62M20 93C95 PDF BibTeX XML Cite \textit{E. H. K. Fung} et al., Appl. Math. Modelling 27, No. 8, 611--627 (2003; Zbl 1040.62113) Full Text: DOI
He, Li; Kárný, Miroslav Estimation and prediction with ARMMAX model: A mixture of ARMAX models with common ARX part. (English) Zbl 1023.93060 Int. J. Adapt. Control Signal Process. 17, No. 4, 265-283 (2003). Reviewer: I.Valuşescu (Bucureşti) MSC: 93E10 62M20 PDF BibTeX XML Cite \textit{L. He} and \textit{M. Kárný}, Int. J. Adapt. Control Signal Process. 17, No. 4, 265--283 (2003; Zbl 1023.93060) Full Text: DOI
Del Castillo, Enrique Statistical process adjustment for quality control. (English) Zbl 1002.62098 Wiley Series in Probability and Statistics. Chichester: Wiley. xviii, 357 p. (2002). Reviewer: T.Postelnicu (Bucureşti) MSC: 62P30 62M10 62-01 90B25 PDF BibTeX XML Cite \textit{E. Del Castillo}, Statistical process adjustment for quality control. Chichester: Wiley (2002; Zbl 1002.62098)
Zheng, Y.; Lin, Z.; Tay, D. B. H. Time-varying parametric system multiresolution identification by wavelets. (English) Zbl 1007.93017 Int. J. Syst. Sci. 32, No. 6, 775-793 (2001). Reviewer: Guy Jumarie (Montreal / Quebec) MSC: 93B30 65T60 PDF BibTeX XML Cite \textit{Y. Zheng} et al., Int. J. Syst. Sci. 32, No. 6, 775--793 (2001; Zbl 1007.93017) Full Text: DOI
Hu, Jinglu; Kumamaru, Kousuke; Hirasawa, Kotaro A quasi-ARMAX approach to modelling of nonlinear systems. (English) Zbl 1023.93007 Int. J. Control 74, No. 18, 1754-1766 (2001). Reviewer: Yves Cherruault (Paris) MSC: 93A30 93E10 93C10 93C42 92B20 90B25 PDF BibTeX XML Cite \textit{J. Hu} et al., Int. J. Control 74, No. 18, 1754--1766 (2001; Zbl 1023.93007) Full Text: DOI
Wang, Hong; Zhang, Jian Hua Bounded stochastic distributions control for pseudo-ARMAX stochastic systems. (English) Zbl 0992.93098 IEEE Trans. Autom. Control 46, No. 3, 486-490 (2001). MSC: 93E20 93E12 PDF BibTeX XML Cite \textit{H. Wang} and \textit{J. H. Zhang}, IEEE Trans. Autom. Control 46, No. 3, 486--490 (2001; Zbl 0992.93098) Full Text: DOI
Filipovic, V. Z. Robust adaptive one-step ahead predictor. (English) Zbl 1001.93025 IMA J. Math. Control Inf. 18, No. 4, 491-501 (2001). Reviewer: I.Valuşescu (Bucureşti) MSC: 93B51 93E10 93C40 93C55 PDF BibTeX XML Cite \textit{V. Z. Filipovic}, IMA J. Math. Control Inf. 18, No. 4, 491--501 (2001; Zbl 1001.93025) Full Text: DOI
Hu, Jinglu; Hirasawa, Kotaro; Kumamaru, Kousuke A homotopy approach to improving PEM identification of ARMAX models. (English) Zbl 0983.93009 Automatica 37, No. 9, 1323-1334 (2001). Reviewer: Tzvetan Semerdjiev (Sofia) MSC: 93B30 93E24 PDF BibTeX XML Cite \textit{J. Hu} et al., Automatica 37, No. 9, 1323--1334 (2001; Zbl 0983.93009) Full Text: DOI
Królikowski, Andrzej; Jerzy, Damian Self-tuning generalized predictive control with input constraints. (English) Zbl 0969.93500 Int. J. Appl. Math. Comput. Sci. 11, No. 2, 459-479 (2001). MSC: 93B51 PDF BibTeX XML Cite \textit{A. Królikowski} and \textit{D. Jerzy}, Int. J. Appl. Math. Comput. Sci. 11, No. 2, 459--479 (2001; Zbl 0969.93500) Full Text: EuDML
Panet, M.; Jezequel, L. Dissipative unimodal structural damping identification. (English) Zbl 1068.74560 Int. J. Non-Linear Mech. 35, No. 5, 794-815 (2000). MSC: 74H45 PDF BibTeX XML Cite \textit{M. Panet} and \textit{L. Jezequel}, Int. J. Non-Linear Mech. 35, No. 5, 794--815 (2000; Zbl 1068.74560) Full Text: DOI
Fosumpaur, Pavel Application of artificial neural networks to represent the rainfall-runoff process for flow forecasting. (English) Zbl 1001.68959 Sinčák, Peter (ed.) et al., The state of the art in computational intelligence. Proceedings of the European symposium on computational intelligence, Košice, Slovak Republic, August 30-September 1, 2000. With Forewords by Lotfi A. Zadeh, David E. Goldberg and Kunihiko Fukushima. Heidelberg: Physica-Verlag. Advances in Soft Computing. 256-261 (2000). MSC: 68U99 68U20 PDF BibTeX XML Cite \textit{P. Fosumpaur}, in: The state of the art in computational intelligence. Proceedings of the European symposium on computational intelligence, Košice, Slovak Republic, August 30--September 1, 2000. With Forewords by Lotfi A. Zadeh, David E. Goldberg and Kunihiko Fukushima. Heidelberg: Physica-Verlag. 256--261 (2000; Zbl 1001.68959)
Li, Y. Y.; Yam, L. H.; Leung, T. P. A design of active vibration controller for thin plate systems. (English) Zbl 1015.74033 Control Theory Appl. 17, No. 3, 353-357 (2000). MSC: 74M05 74K20 93B51 93C40 93C42 PDF BibTeX XML Cite \textit{Y. Y. Li} et al., Control Theory Appl. 17, No. 3, 353--357 (2000; Zbl 1015.74033)
Fassò, Alessandro Residual autocorrelation distribution in the validation data set. (English) Zbl 0958.62082 J. Time Ser. Anal. 21, No. 2, 143-153 (2000). Reviewer: R.E.Maiboroda (Kyïv) MSC: 62M10 62G20 PDF BibTeX XML Cite \textit{A. Fassò}, J. Time Ser. Anal. 21, No. 2, 143--153 (2000; Zbl 0958.62082) Full Text: DOI
Shumway, Robert H.; Stoffer, David S. Time series analysis and its applications. (English) Zbl 0942.62098 Springer Texts in Statistics. New York, NY: Springer. xiii, 549 p. (2000). Reviewer: J.Anděl (Praha) MSC: 62M10 62-02 62-01 62M15 62M20 62Pxx PDF BibTeX XML Cite \textit{R. H. Shumway} and \textit{D. S. Stoffer}, Time series analysis and its applications. New York, NY: Springer (2000; Zbl 0942.62098)
Pearson, Ronald K. Discrete-time dynamic models. (English) Zbl 0966.93004 Topics in Chemical Engineering. A series of textbooks and monographs. Oxford: Oxford University Press. xiii, 466 p. (1999). Reviewer: Inge Troch (Wien) MSC: 93-02 93A30 93C55 PDF BibTeX XML Cite \textit{R. K. Pearson}, Discrete-time dynamic models. Oxford: Oxford University Press (1999; Zbl 0966.93004)
Funaki, Keiichi; Miyanaga, Yoshikazu; Tochinai, Koji Recursive ARMAX speech analysis based on a glottal source model with phase compensation. (English) Zbl 1080.94508 Signal Process. 74, No. 3, 279-295 (1999). MSC: 94A12 68T10 93E12 93E11 68T05 PDF BibTeX XML Cite \textit{K. Funaki} et al., Signal Process. 74, No. 3, 279--295 (1999; Zbl 1080.94508) Full Text: DOI
Guidorzi, R. P. On the use of minimal parametrisations in multivariable ARMAX identification. (English) Zbl 0914.93016 Eur. J. Control 4, No. 2, 85-92 (1998). Reviewer: T.Semerdjiev (Sofia) MSC: 93B30 93B10 93B20 93C35 PDF BibTeX XML Cite \textit{R. P. Guidorzi}, Eur. J. Control 4, No. 2, 85--92 (1998; Zbl 0914.93016) Full Text: DOI
Forni, Mario Misspecification in dynamic models. (English) Zbl 0902.62105 Statistica 57, No. 3, 397-420 (1997). MSC: 62M10 91B84 62P20 PDF BibTeX XML Cite \textit{M. Forni}, Statistica 57, No. 3, 397--420 (1997; Zbl 0902.62105)
Qin, Bin; Han, Zhigang Global linearization of nonlinear NARMAX models via ARMAX models. (Chinese. English summary) Zbl 0903.62073 Acta Autom. Sin. 23, No. 3, 332-337 (1997). MSC: 62M10 93E99 PDF BibTeX XML Cite \textit{B. Qin} and \textit{Z. Han}, Acta Autom. Sin. 23, No. 3, 332--337 (1997; Zbl 0903.62073)
Knudsen, T. Optimal calculation of residuals for ARMAX models with application to model verification. (English) Zbl 0890.93026 Eur. J. Control 3, No. 3, 235-246 (1997). Reviewer: P.A.Morettin (São Paulo) MSC: 93B30 93E12 PDF BibTeX XML Cite \textit{T. Knudsen}, Eur. J. Control 3, No. 3, 235--246 (1997; Zbl 0890.93026) Full Text: DOI
Keesma, K. J. Weighted least squares set estimation from \(\ell_ \infty\)-norm bounded noise data. (English) Zbl 0889.93013 IEEE Trans. Autom. Control 42, No. 10, 1456-1459 (1997). Reviewer: Yu Wenhuan (Tianjin) MSC: 93B30 93E12 93E24 PDF BibTeX XML Cite \textit{K. J. Keesma}, IEEE Trans. Autom. Control 42, No. 10, 1456--1459 (1997; Zbl 0889.93013) Full Text: DOI
Niederliński, A. Convergence rate for RLS-based direct self-tuning minimum-variance regulation of ARMAX minimum phase plants. (English) Zbl 0907.93063 IEEE Trans. Autom. Control 42, No. 7, 1023-1028 (1997). Reviewer: T.Duncan (Lawrence) MSC: 93E24 93E35 PDF BibTeX XML Cite \textit{A. Niederliński}, IEEE Trans. Autom. Control 42, No. 7, 1023--1028 (1997; Zbl 0907.93063) Full Text: DOI
Reinsel, Gregory C. Elements of multivariate time series analysis. 2nd ed. (English) Zbl 0873.62086 Springer Series in Statistics. New York, NY: Springer. xvii, 357 p. (1997). Reviewer: R.Mentz (S.M.de Tucuman) MSC: 62M10 62-01 62M20 62H12 PDF BibTeX XML Cite \textit{G. C. Reinsel}, Elements of multivariate time series analysis. 2nd ed. New York, NY: Springer (1997; Zbl 0873.62086)
Hoque, Asraul Multiperiod forecasting analysis of a dynamic model for a small sample. (English) Zbl 0893.62095 Aust. J. Stat. 38, No. 2, 113-129 (1996). MSC: 62M20 62P20 PDF BibTeX XML Cite \textit{A. Hoque}, Aust. J. Stat. 38, No. 2, 113--129 (1996; Zbl 0893.62095) Full Text: DOI
Tsypkin, Ya. Z.; Mason, J. D.; Warwick, K. Identification of linear systems in the presence of piecewise polynomial disturbances. (English) Zbl 0869.93014 IEE Proc., Control Theory Appl. 143, No. 4, 305-308 (1996). Reviewer: Z.Hasiewicz (Wrocław) MSC: 93B30 93C73 PDF BibTeX XML Cite \textit{Ya. Z. Tsypkin} et al., IEE Proc., Control Theory Appl. 143, No. 4, 305--308 (1996; Zbl 0869.93014) Full Text: DOI
Billings, S. A.; Lang, Zi-Qiang A bound for the magnitude characteristics of nonlinear output frequency response functions. II: Practical computation of the bound for systems described by the nonlinear autoregressive model with exogenous input. (English) Zbl 0870.93032 Int. J. Control 65, No. 3, 365-384 (1996). Reviewer: E.Boje (Durban) MSC: 93C80 93C10 PDF BibTeX XML Cite \textit{S. A. Billings} and \textit{Z.-Q. Lang}, Int. J. Control 65, No. 3, 365--384 (1996; Zbl 0870.93032) Full Text: DOI
Cerone, V. Errors-in-variables models in parameter bounding. (English) Zbl 0867.93025 Milanese, Mario (ed.) et al., Bounding approaches to system identification. New York, NY: Plenum Press. 289-306 (1996). Reviewer: T.F.Filippova (Ekaterinburg) MSC: 93B30 93C41 PDF BibTeX XML Cite \textit{V. Cerone}, in: Bounding approaches to system identification. New York, NY: Plenum Press. 289--306 (1996; Zbl 0867.93025)
Deistler, Manfred; Scherrer, Wolfgang Identification of linear systems from noisy data. (English) Zbl 0857.93027 Bittanti, Sergio (ed.) et al., Identification, adaptation, learning. The science of learning models from data. Proceedings of the NATO Advanced Study Institute ‘From identification to learning’, Como, Italy, August 22–September 2, 1994. Berlin: Springer. NATO ASI Ser., Ser. F, Comput. Syst. Sci. 153, 246-265 (1996). Reviewer: Y.Cherruault (Paris) MSC: 93B30 93E12 PDF BibTeX XML Cite \textit{M. Deistler} and \textit{W. Scherrer}, NATO ASI Ser., Ser. F, Comput. Syst. Sci. 153, 246--265 (1996; Zbl 0857.93027)
Vicino, Antonio; Zappa, Giovanni Sequential approximation of feasible parameter sets for identification with set membership uncertainty. (English) Zbl 0867.93026 IEEE Trans. Autom. Control 41, No. 6, 774-785 (1996). Reviewer: T.F.Filippova (Ekaterinenburg) MSC: 93B30 93B40 93C41 PDF BibTeX XML Cite \textit{A. Vicino} and \textit{G. Zappa}, IEEE Trans. Autom. Control 41, No. 6, 774--785 (1996; Zbl 0867.93026) Full Text: DOI
Lo, Kueiming Robustness of adaptive control for stochastic systems. (English) Zbl 0865.93057 Int. J. Control 64, No. 3, 463-482 (1996). Reviewer: T.Duncan (Lawrence) MSC: 93E35 93B35 93D21 PDF BibTeX XML Cite \textit{K. Lo}, Int. J. Control 64, No. 3, 463--482 (1996; Zbl 0865.93057) Full Text: DOI
Sin, Chor-Yiu; White, Halbert Information criteria for selecting possibly misspecified parametric models. (English) Zbl 0843.62089 J. Econom. 71, No. 1-2, 207-225 (1996). MSC: 62M10 62F12 62P20 PDF BibTeX XML Cite \textit{C.-Y. Sin} and \textit{H. White}, J. Econom. 71, No. 1--2, 207--225 (1996; Zbl 0843.62089) Full Text: DOI
Klein, André; Spreij, Peter On Fisher’s information matrix of an ARMAX process and Sylvester’s resultant matrices. (English) Zbl 0843.62087 Linear Algebra Appl. 237-238, 579-590 (1996). MSC: 62M10 15A99 15A24 PDF BibTeX XML Cite \textit{A. Klein} and \textit{P. Spreij}, Linear Algebra Appl. 237--238, 579--590 (1996; Zbl 0843.62087) Full Text: DOI
Elliott, Robert J.; Moore, John B. State and parameter estimation for linear systems (Short version). (English) Zbl 0843.62085 J. Math. Syst. Estim. Control 6, No. 1, 125-128 (1996). MSC: 62M10 93E10 PDF BibTeX XML Cite \textit{R. J. Elliott} and \textit{J. B. Moore}, J. Math. Syst. Estim. Control 6, No. 1, 125--128 (1996; Zbl 0843.62085)
Guo, Lei Self-convergence of weighted least-squares with applications to stochastic adaptive control. (English) Zbl 0844.93081 IEEE Trans. Autom. Control 41, No. 1, 79-89 (1996). Reviewer: T.Duncan (Lawrence) MSC: 93E24 93E35 PDF BibTeX XML Cite \textit{L. Guo}, IEEE Trans. Autom. Control 41, No. 1, 79--89 (1996; Zbl 0844.93081) Full Text: DOI
Liu, Xiaohua; Chu, Xuedao A unified approach to GPC algorithm. (Chinese. English summary) Zbl 0840.93101 J. Qufu Norm. Univ., Nat. Sci. 21, No. 3, 50-52 (1995). MSC: 93E20 93C55 PDF BibTeX XML Cite \textit{X. Liu} and \textit{X. Chu}, J. Qufu Norm. Univ., Nat. Sci. 21, No. 3, 50--52 (1995; Zbl 0840.93101)
Shin, Dong Wan; Sarkar, Sahadeb Estimation of the multivariate autoregressive moving average having parameter restrictions and an application to rotational sampling. (English) Zbl 0845.62062 J. Time Ser. Anal. 16, No. 4, 431-444 (1995). MSC: 62M10 62H12 PDF BibTeX XML Cite \textit{D. W. Shin} and \textit{S. Sarkar}, J. Time Ser. Anal. 16, No. 4, 431--444 (1995; Zbl 0845.62062) Full Text: DOI
Townsend, Nelson C. E. Implementation of control policies for ARMAX models. (English) Zbl 0869.65085 Ulam Q. 2, No. 4, 57-64 (1994). MSC: 65C99 62F10 62J10 PDF BibTeX XML Cite \textit{N. C. E. Townsend}, Ulam Q. 2, No. 4, 57--64 (1994; Zbl 0869.65085)
Granichin, Oleg N. Stochastic approximation under dependent noises, detecting signals and adaptive control. (English) Zbl 0846.62060 Anastassiou, George (ed.) et al., Approximation, probability, and related fields. Proceedings of a conference, Santa Barbara, CA, USA, May 20-22, 1993. New York, NY: Plenum. 247-271 (1994). MSC: 62L20 93E20 94A13 93C95 93C40 PDF BibTeX XML Cite \textit{O. N. Granichin}, in: Approximation, probability, and related fields. Proceedings of a conference, Santa Barbara, CA, USA, May 20-22, 1993. New York, NY: Plenum. 247--271 (1994; Zbl 0846.62060)
Filipović, Vojislav Ž.; Kovačević, Branko D. On robust AML identification algorithms. (English) Zbl 0812.93071 Automatica 30, No. 11, 1775-1778 (1994). MSC: 93E12 93B35 93C10 93E24 93D09 PDF BibTeX XML Cite \textit{V. Ž. Filipović} and \textit{B. D. Kovačević}, Automatica 30, No. 11, 1775--1778 (1994; Zbl 0812.93071) Full Text: DOI
Klein, A. A. B.; Mélard, G. The information matrix of multiple-input single-output time series models. (English) Zbl 0811.65141 J. Comput. Appl. Math. 51, No. 3, 349-356 (1994). Reviewer: J.Antoch (Praha) MSC: 65C99 62M10 PDF BibTeX XML Cite \textit{A. A. B. Klein} and \textit{G. Mélard}, J. Comput. Appl. Math. 51, No. 3, 349--356 (1994; Zbl 0811.65141) Full Text: DOI
Grimble, M. J. \(GH_ \infty\) self-tuning control for multivariable systems. (English) Zbl 0808.93020 Int. J. Control 60, No. 3, 347-367 (1994). MSC: 93B36 93C35 93C40 93B35 PDF BibTeX XML Cite \textit{M. J. Grimble}, Int. J. Control 60, No. 3, 347--367 (1994; Zbl 0808.93020) Full Text: DOI
Wang, H.; Brown, M.; Harris, C. J. Neural network modelling of unknown nonlinear systems subject to immeasurable disturbances. (English) Zbl 0809.93003 IEE Proc., Control Theory Appl. 141, No. 4, 216-222 (1994). MSC: 93A30 93C10 93C73 92B20 PDF BibTeX XML Cite \textit{H. Wang} et al., IEE Proc., Control Theory Appl. 141, No. 4, 216--222 (1994; Zbl 0809.93003) Full Text: DOI
Bierens, Herman J. Topics in advanced econometrics. Estimation, testing, and specification of cross-section and time series models. (English) Zbl 0806.62093 Cambridge: Cambridge University Press. xii, 258 p. (1994). Reviewer: J.K.Sengupta (Santa Barbara) MSC: 62P20 62-01 62-02 62G07 62M10 PDF BibTeX XML Cite \textit{H. J. Bierens}, Topics in advanced econometrics. Estimation, testing, and specification of cross-section and time series models. Cambridge: Cambridge University Press (1994; Zbl 0806.62093) Full Text: DOI
Lai, Tze Leung Adaptive estimation via martingales. (English) Zbl 0796.62068 Gupta, Shanti S. (ed.) et al., Statistical decision theory and related topics V. Proceedings of the fifth Purdue international symposium on statistical decision theory and related topics held at Purdue University, West Lafayette, IN (USA), June 14-19, 1992. New York: Springer-Verlag. 489-501 (1994). Reviewer: Rainer Schwabe (Berlin) MSC: 62L20 62F35 62G10 62J05 PDF BibTeX XML Cite \textit{T. L. Lai}, in: Statistical decision theory and related topics V. Proceedings of the fifth Purdue international symposium on statistical decision theory and related topics held at Purdue University, West Lafayette, IN (USA), June 14-19, 1992. New York: Springer-Verlag. 489--501 (1994; Zbl 0796.62068)
Gründer, Bernhard Stochastic models for the distribution of air pollutants in woodlands. (Stochastische Modelle für die Luftschadstoffverteilung in Waldgebieten.) (German) Zbl 0829.92022 Kaiserslautern: FB Math., Univ. Kaiserslautern, ii, 110 S. (1993). MSC: 92D40 62M30 62M20 62P10 PDF BibTeX XML Cite \textit{B. Gründer}, Stochastische Modelle für die Luftschadstoffverteilung in Waldgebieten. Kaiserslautern: FB Math., Univ. Kaiserslautern (1993; Zbl 0829.92022)
Johansen, Tor A.; Foss, Bjarne A. Constructing NARMAX models using ARMAX models. (English) Zbl 0787.93004 Int. J. Control 58, No. 5, 1125-1153 (1993). MSC: 93A30 PDF BibTeX XML Cite \textit{T. A. Johansen} and \textit{B. A. Foss}, Int. J. Control 58, No. 5, 1125--1153 (1993; Zbl 0787.93004) Full Text: DOI
Jiang, Qiyuan; Sun, Yijun Comparison of two forms of adaptive \(k\)-step-ahead predictors for ARMAX model. (Chinese. English summary) Zbl 0783.93067 Acta Autom. Sin. 19, No. 5, 544-551 (1993). MSC: 93C40 PDF BibTeX XML Cite \textit{Q. Jiang} and \textit{Y. Sun}, Acta Autom. Sin. 19, No. 5, 544--551 (1993; Zbl 0783.93067)
Lai, Tze Leung Recursive estimation in ARMAX models. (English) Zbl 0779.62075 New directions in time series analysis. Part II. Proc. Workshop, Minneapolis/MN (USA) 1990. IMA Volumes in Mathematics and Its Applications 46, 263-288 (1993). Reviewer: R.Mentz (S.M.de Tucuman) MSC: 62M10 62L20 PDF BibTeX XML Cite \textit{T. L. Lai}, in: New directions in time series analysis. Part II. Based on the IMA workshop, held July 2-27, 1990 in Minneapolis, MN, USA. New York: Springer-Verlag. 263--288 (1993; Zbl 0779.62075)
Guo, Lei; Chen, Han-Fu Convergence of Åström-Wittenmark’s self-tuning regulator and related topics. (English) Zbl 0769.93087 New directions in time series analysis. Part II, Proc. Workshop, Minneapolis/MN (USA) 1990, IMA Volumes in Mathematics and Its Applications 46, 225-238 (1993). MSC: 93E35 PDF BibTeX XML Cite \textit{L. Guo} and \textit{H.-F. Chen}, in: New directions in time series analysis. Part II. Based on the IMA workshop, held July 2-27, 1990 in Minneapolis, MN, USA. New York: Springer-Verlag. 225--238 (1993; Zbl 0769.93087)
Natke, H. G.; Zamirowski, M. ARMAX modelling in structural dynamics – Approximations of the differential equations of motion. (English) Zbl 0778.93015 Z. Angew. Math. Mech. 72, No. 12, 631-637 (1992). MSC: 93B30 70J99 65D15 34A55 PDF BibTeX XML Cite \textit{H. G. Natke} and \textit{M. Zamirowski}, Z. Angew. Math. Mech. 72, No. 12, 631--637 (1992; Zbl 0778.93015) Full Text: DOI
Wang, Xiufeng; Lao, Yuhong A new algorithm for model structure determination and parameters estimation of nonlinear dynamic systems. (Chinese. English summary) Zbl 0764.93049 Acta Autom. Sin. 18, No. 4, 385-392 (1992). MSC: 93C35 93C10 PDF BibTeX XML Cite \textit{X. Wang} and \textit{Y. Lao}, Acta Autom. Sin. 18, No. 4, 385--392 (1992; Zbl 0764.93049)
Zhang, Xianming Self-tuning \(H_ \infty\) and optimal controlling for unknown or variable dead-time systems. (Chinese. English summary) Zbl 0759.93016 J. Hunan Univ. 19, No. 2, 13-18 (1992). MSC: 93B05 PDF BibTeX XML Cite \textit{X. Zhang}, J. Hunan Univ. 19, No. 2, 13--18 (1992; Zbl 0759.93016)
Mittnik, S. Forecasting international growth rates with leading indicators: A system- theoretic approach. (English) Zbl 0756.62045 Comput. Math. Appl. 24, No. 8-9, 31-41 (1992). MSC: 62P20 91B84 62M20 PDF BibTeX XML Cite \textit{S. Mittnik}, Comput. Math. Appl. 24, No. 8--9, 31--41 (1992; Zbl 0756.62045) Full Text: DOI
Bercu, Bernard Weighted estimation and tracking for ARMAX models. (Estimation pondérée et poursuite pour les modèles ARMAX.) (French) Zbl 0751.60038 C. R. Acad. Sci., Paris, Sér. I 314, No. 5, 403-406 (1992). MSC: 60G35 60H25 93E24 PDF BibTeX XML Cite \textit{B. Bercu}, C. R. Acad. Sci., Paris, Sér. I 314, No. 5, 403--406 (1992; Zbl 0751.60038)
Liu, G. P. Mean regulators for discrete systems. (English) Zbl 0762.93082 IEE Proc., Part D 139, No. 1, 67-71 (1992). Reviewer: T.Duncan (Lawrence) MSC: 93E20 93E03 93E11 93C55 PDF BibTeX XML Cite \textit{G. P. Liu}, IEE Proc., Part D 139, No. 1, 67--71 (1992; Zbl 0762.93082) Full Text: DOI
Ren, W.; Kumar, P. R. Stochastic adaptive system theory: Recent advances and a reappraisal. (English) Zbl 0787.93103 Kokotović, Petar V. (ed.), Foundations of adaptive control. Berlin: Springer-Verlag. Lect. Notes Control Inf. Sci. 160, 269-307 (1991). MSC: 93E35 PDF BibTeX XML Cite \textit{W. Ren} and \textit{P. R. Kumar}, Lect. Notes Control Inf. Sci. 160, 269--307 (1991; Zbl 0787.93103)