Zhao, Sirui; Wang, Xuehai; Liu, Yage Cauchy kernel correntropy-based robust multi-innovation identification method for the nonlinear exponential autoregressive model in non-Gaussian environment. (English) Zbl 07885562 Int. J. Robust Nonlinear Control 34, No. 11, 7174-7196 (2024). MSC: 93B30 93C10 PDFBibTeX XMLCite \textit{S. Zhao} et al., Int. J. Robust Nonlinear Control 34, No. 11, 7174--7196 (2024; Zbl 07885562) Full Text: DOI
Barbieri, Matteo; Diversi, Roberto Recursive identification of noisy autoregressive models via a noise-compensated overdetermined instrumental variable method. (English) Zbl 07875989 Int. J. Appl. Math. Comput. Sci. 34, No. 1, 65-79 (2024). MSC: 93E12 PDFBibTeX XMLCite \textit{M. Barbieri} and \textit{R. Diversi}, Int. J. Appl. Math. Comput. Sci. 34, No. 1, 65--79 (2024; Zbl 07875989) Full Text: DOI OA License
Modi, Aditya; Faradonbeh, Mohamad Kazem Shirani; Tewari, Ambuj; Michailidis, George Joint learning of linear time-invariant dynamical systems. (English) Zbl 07860005 Automatica 164, Article ID 111635, 13 p. (2024). MSC: 93B30 93C05 PDFBibTeX XMLCite \textit{A. Modi} et al., Automatica 164, Article ID 111635, 13 p. (2024; Zbl 07860005) Full Text: DOI arXiv
You, Junyao; Yu, Chengpu Sparse plus low-rank identification for dynamical latent-variable graphical AR models. (English) Zbl 1539.93038 Automatica 159, Article ID 111405, 9 p. (2024). MSC: 93B30 90C25 PDFBibTeX XMLCite \textit{J. You} and \textit{C. Yu}, Automatica 159, Article ID 111405, 9 p. (2024; Zbl 1539.93038) Full Text: DOI arXiv
Li, Junhong; Xiao, Kang; Gu, Juping; Hua, Liang Parameter estimation of multiple-input single-output Hammerstein controlled autoregressive system based on improved adaptive moment estimation algorithm. (English) Zbl 1534.93457 Int. J. Robust Nonlinear Control 33, No. 12, 7094-7113 (2023). MSC: 93E10 93E12 93C40 93C35 PDFBibTeX XMLCite \textit{J. Li} et al., Int. J. Robust Nonlinear Control 33, No. 12, 7094--7113 (2023; Zbl 1534.93457) Full Text: DOI
Li, Yihao; Nguyen, Danh V.; Kürüm, Esra; Rhee, Connie M.; Banerjee, Sudipto; Şentürk, Damla Multilevel varying coefficient spatiotemporal model. (English) Zbl 07853576 Stat 11, No. 1, Paper No. e438, 16 p. (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Li} et al., Stat 11, No. 1, Paper No. e438, 16 p. (2022; Zbl 07853576) Full Text: DOI
Maurya, Deepak; Tangirala, Arun K.; Narasimhan, Shankar Identification of errors-in-variables ARX models using modified dynamic iterative PCA. (English) Zbl 1496.93036 J. Franklin Inst. 359, No. 13, 7069-7090 (2022). MSC: 93B30 93E12 PDFBibTeX XMLCite \textit{D. Maurya} et al., J. Franklin Inst. 359, No. 13, 7069--7090 (2022; Zbl 1496.93036) Full Text: DOI arXiv
Lauwers, Oliver; Vermeersch, Christof; De Moor, Bart Cepstral identification of autoregressive systems. (English) Zbl 1485.93129 Automatica 139, Article ID 110214, 14 p. (2022). MSC: 93B30 93C55 94A12 PDFBibTeX XMLCite \textit{O. Lauwers} et al., Automatica 139, Article ID 110214, 14 p. (2022; Zbl 1485.93129) Full Text: DOI
Liu, Lei; Xie, Guo; Qian, Fucai; Wang, Min; Ma, Xuehui Reliable control based on dual control for ARMAX system with abrupt faults. (English) Zbl 1467.93295 J. Franklin Inst. 358, No. 11, 5694-5706 (2021). MSC: 93E03 93B35 PDFBibTeX XMLCite \textit{L. Liu} et al., J. Franklin Inst. 358, No. 11, 5694--5706 (2021; Zbl 1467.93295) Full Text: DOI
Chen, Xin; Zhao, Shunyi; Liu, Fei Robust identification of linear ARX models with recursive EM algorithm based on Student’s t-distribution. (English) Zbl 1455.93036 J. Franklin Inst. 358, No. 1, 1103-1121 (2021). MSC: 93B30 93C05 PDFBibTeX XMLCite \textit{X. Chen} et al., J. Franklin Inst. 358, No. 1, 1103--1121 (2021; Zbl 1455.93036) Full Text: DOI
Hong, Ted; Lee, Daniel; Wang, Wenching Algorithmic analyst (ALAN) – an application for artificial intelligence content as a service. (English) Zbl 1454.91250 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 4075-4086 (2021). MSC: 91G15 91G80 62P05 68T07 PDFBibTeX XMLCite \textit{T. Hong} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 4075--4086 (2021; Zbl 1454.91250) Full Text: DOI
Xu, Ling; Ding, Feng; Lu, Xian; Wan, Lijuan; Sheng, Jie Hierarchical multi-innovation generalised extended stochastic gradient methods for multivariable equation-error autoregressive moving average systems. (English) Zbl 07907083 IET Control Theory Appl. 14, No. 10, 1276-1286 (2020). MSC: 93B30 93A13 93C35 PDFBibTeX XMLCite \textit{L. Xu} et al., IET Control Theory Appl. 14, No. 10, 1276--1286 (2020; Zbl 07907083) Full Text: DOI
Sun, Dong; Li, Fangfang; Gao, Qingwei; Lu, Yixiang A dynamical analysis on non-local autoregressive model and its application on image reconstruction. (English) Zbl 1489.94018 Chaos Solitons Fractals 130, Article ID 109427, 8 p. (2020). MSC: 94A08 94A12 94A29 62H25 PDFBibTeX XMLCite \textit{D. Sun} et al., Chaos Solitons Fractals 130, Article ID 109427, 8 p. (2020; Zbl 1489.94018) Full Text: DOI
Wang, Dongqing; Fan, Qiuhua; Ma, Yan An interactive maximum likelihood estimation method for multivariable Hammerstein systems. (English) Zbl 1454.93285 J. Franklin Inst. 357, No. 17, 12986-13005 (2020). MSC: 93E12 93E10 93C35 PDFBibTeX XMLCite \textit{D. Wang} et al., J. Franklin Inst. 357, No. 17, 12986--13005 (2020; Zbl 1454.93285) Full Text: DOI
Chen, Mengting; Ding, Feng; Xu, Ling; Hayat, Tasawar; Alsaedi, Ahmed Iterative identification algorithms for bilinear-in-parameter systems with autoregressive moving average noise. (English) Zbl 1380.93271 J. Franklin Inst. 354, No. 17, 7885-7898 (2017). MSC: 93E15 93C10 93E24 PDFBibTeX XMLCite \textit{M. Chen} et al., J. Franklin Inst. 354, No. 17, 7885--7898 (2017; Zbl 1380.93271) Full Text: DOI
Wang, Lan; Cheng, Yu; Hu, Jinglu; Liang, Jinling; Dobaie, Abdullah M. Nonlinear system identification using quasi-ARX RBFN models with a parameter-classified scheme. (English) Zbl 1380.93267 Complexity 2017, Article ID 8197602, 12 p. (2017). MSC: 93E12 93C10 93E10 PDFBibTeX XMLCite \textit{L. Wang} et al., Complexity 2017, Article ID 8197602, 12 p. (2017; Zbl 1380.93267) Full Text: DOI OA License
Shardt, Yuri A. W.; Huang, Biao Parameter-based conditions for closed-loop system identifiability of ARX models with routine operating data. (English) Zbl 1355.93197 J. Franklin Inst. 354, No. 2, 722-751 (2017). MSC: 93E12 93B52 93E03 PDFBibTeX XMLCite \textit{Y. A. W. Shardt} and \textit{B. Huang}, J. Franklin Inst. 354, No. 2, 722--751 (2017; Zbl 1355.93197) Full Text: DOI
Tong, Howell Threshold models in time series analysis – some reflections. (English) Zbl 1337.62281 J. Econom. 189, No. 2, 485-491 (2015). MSC: 62M10 62P20 62-02 65C60 91-02 PDFBibTeX XMLCite \textit{H. Tong}, J. Econom. 189, No. 2, 485--491 (2015; Zbl 1337.62281) Full Text: DOI
Zeng, Xiaoyong; Peng, Hui; Wu, Jun; Wei, Jimin Quad-rotor modeling and attitude control using state-dependent ARX type model. (English) Zbl 1305.93185 Asian J. Control 16, No. 5, 1403-1415 (2014). MSC: 93E03 93C10 93B40 93C35 PDFBibTeX XMLCite \textit{X. Zeng} et al., Asian J. Control 16, No. 5, 1403--1415 (2014; Zbl 1305.93185) Full Text: DOI
Guidorzi, Roberto; Diversi, Roberto; Vincenzi, Loris; Mazzotti, Claudio; Simioli, Vittorio Structural monitoring of a tower by means of MEMS-based sensing and enhanced autoregressive models. (English) Zbl 1293.93210 Eur. J. Control 20, No. 1, 4-13 (2014). MSC: 93B30 93E03 92C50 PDFBibTeX XMLCite \textit{R. Guidorzi} et al., Eur. J. Control 20, No. 1, 4--13 (2014; Zbl 1293.93210) Full Text: DOI
Komunjer, Ivana; Ng, Serena Measurement errors in dynamic models. (English) Zbl 1291.62130 Econom. Theory 30, No. 1, 150-175 (2014). Reviewer: Oleksandr Kukush (Kyïv) MSC: 62J05 62M10 91B84 PDFBibTeX XMLCite \textit{I. Komunjer} and \textit{S. Ng}, Econom. Theory 30, No. 1, 150--175 (2014; Zbl 1291.62130) Full Text: DOI
Chen, Han-Fu; Zhao, Wenxiao Recursive identification and parameter estimation. (English) Zbl 1381.93003 Boca Raton, FL: CRC Press (ISBN 978-1-4665-6884-6/hbk; 978-1-138-03428-0/pbk; 978-1-4665-6886-0/ebook). xvii, 411 p. (2014). MSC: 93-02 93E12 93E10 90C15 93C10 PDFBibTeX XMLCite \textit{H.-F. Chen} and \textit{W. Zhao}, Recursive identification and parameter estimation. Boca Raton, FL: CRC Press (2014; Zbl 1381.93003) Full Text: DOI
Emel’yanova, T. V.; Konev, V. V. On the sequential estimation of parameters in a continuous autoregression model. (Russian. English summary) Zbl 1508.93291 Vestn. Tomsk. Gos. Univ., Mat. Mekh. 2013, No. 5(25), 12-25 (2013). MSC: 93E10 62P30 93B30 PDFBibTeX XMLCite \textit{T. V. Emel'yanova} and \textit{V. V. Konev}, Vestn. Tomsk. Gos. Univ., Mat. Mekh. 2013, No. 5(25), 12--25 (2013; Zbl 1508.93291) Full Text: MNR
Li, Junhong Parameter estimation for Hammerstein CARARMA systems based on the Newton iteration. (English) Zbl 1255.65119 Appl. Math. Lett. 26, No. 1, 91-96 (2013). MSC: 65K10 93C10 93C15 93B30 PDFBibTeX XMLCite \textit{J. Li}, Appl. Math. Lett. 26, No. 1, 91--96 (2013; Zbl 1255.65119) Full Text: DOI
Abo-Hammour, Za’er S.; Alsmadi, Othman M. K.; Al-Smadi, Adnan M.; Zaqout, Maha I.; Saraireh, Mohammad S. ARMA model order and parameter estimation using genetic algorithms. (English) Zbl 1251.93120 Math. Comput. Model. Dyn. Syst. 18, No. 2, 201-221 (2012). MSC: 93E10 93E12 90C59 PDFBibTeX XMLCite \textit{Z. S. Abo-Hammour} et al., Math. Comput. Model. Dyn. Syst. 18, No. 2, 201--221 (2012; Zbl 1251.93120) Full Text: DOI Link
Kurita, Takamitsu Local power of likelihood-based tests for cointegrating rank: comparative analysis of full and partial systems. (English) Zbl 1273.62201 J. Time Ser. Anal. 32, No. 6, 672-679 (2011). MSC: 62M07 62M10 PDFBibTeX XMLCite \textit{T. Kurita}, J. Time Ser. Anal. 32, No. 6, 672--679 (2011; Zbl 1273.62201) Full Text: DOI
Kim, Yeesock; Langari, Reza; Hurlebaus, Stefan MIMO fuzzy identification of building-MR damper systems. (English) Zbl 1225.93113 J. Intell. Fuzzy Syst. 22, No. 4, 185-205 (2011). MSC: 93E12 93C42 86A17 93E24 PDFBibTeX XMLCite \textit{Y. Kim} et al., J. Intell. Fuzzy Syst. 22, No. 4, 185--205 (2011; Zbl 1225.93113) Full Text: Link
Cheong, Seunggyun; Bitmead, Robert R. Instability detection of ARMA systems based on AR system identification. (English) Zbl 1210.93071 Syst. Control Lett. 60, No. 3, 185-191 (2011). MSC: 93E10 93E12 93E24 PDFBibTeX XMLCite \textit{S. Cheong} and \textit{R. R. Bitmead}, Syst. Control Lett. 60, No. 3, 185--191 (2011; Zbl 1210.93071) Full Text: DOI
Haaland, Ben; Min, Wanli; Qian, Peter Z. G.; Amemiya, Yasuo A statistical approach to thermal management of data centers under steady state and system perturbations. (English) Zbl 1390.62186 J. Am. Stat. Assoc. 105, No. 491, 1030-1041 (2010). MSC: 62M20 62H12 62M10 62P30 PDFBibTeX XMLCite \textit{B. Haaland} et al., J. Am. Stat. Assoc. 105, No. 491, 1030--1041 (2010; Zbl 1390.62186) Full Text: DOI Link
Hamaker, Ellen L.; Zhang, Zhiyong; van der Maas, Han L. J. Using threshold autoregressive models to study dyadic interactions. (English) Zbl 1179.62132 Psychometrika 74, No. 4, 727-745 (2009). MSC: 62M15 37N99 62P15 PDFBibTeX XMLCite \textit{E. L. Hamaker} et al., Psychometrika 74, No. 4, 727--745 (2009; Zbl 1179.62132) Full Text: DOI OA License
Theofilatos, Konstantinos; Beligiannis, Grigorios; Likothanassis, Spiridon Combining evolutionary and stochastic gradient techniques for system identification. (English) Zbl 1161.65052 J. Comput. Appl. Math. 227, No. 1, 147-160 (2009). MSC: 65K10 93B30 90C15 PDFBibTeX XMLCite \textit{K. Theofilatos} et al., J. Comput. Appl. Math. 227, No. 1, 147--160 (2009; Zbl 1161.65052) Full Text: DOI
Mainardi, Luca T. On the quantification of heart rate variability spectral parameters using time-frequency and time-varying methods. (English) Zbl 1221.94018 Philos. Trans. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 367, No. 1887, 255-275 (2009). MSC: 94A12 92C55 92C30 92C50 PDFBibTeX XMLCite \textit{L. T. Mainardi}, Philos. Trans. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 367, No. 1887, 255--275 (2009; Zbl 1221.94018) Full Text: DOI
Diversi, Roberto; Guidorzi, Roberto; Soverini, Umberto Identification of autoregressive models in the presence of additive noise. (English) Zbl 1284.93239 Int. J. Adapt. Control Signal Process. 22, No. 5, 465-481 (2008). MSC: 93E12 93C41 PDFBibTeX XMLCite \textit{R. Diversi} et al., Int. J. Adapt. Control Signal Process. 22, No. 5, 465--481 (2008; Zbl 1284.93239) Full Text: DOI
Kim, Jeongsim; Kim, Bara; Sohraby, Khosrow Mean queue size in a queue with discrete autoregressive arrivals of order \(p\). (English) Zbl 1151.90362 Ann. Oper. Res. 162, 69-83 (2008). MSC: 90B22 PDFBibTeX XMLCite \textit{J. Kim} et al., Ann. Oper. Res. 162, 69--83 (2008; Zbl 1151.90362) Full Text: DOI
Giuliano-Antonini, R.; Weber, M. The theta-dependence coefficient and an almost sure limit theorem for random iterative models. (English) Zbl 1136.60324 Stat. Probab. Lett. 78, No. 5, 564-575 (2008). MSC: 60F15 60G12 PDFBibTeX XMLCite \textit{R. Giuliano-Antonini} and \textit{M. Weber}, Stat. Probab. Lett. 78, No. 5, 564--575 (2008; Zbl 1136.60324) Full Text: DOI HAL
Buraczewski, Dariusz On invariant measures of stochastic recursions in a critical case. (English) Zbl 1151.60034 Ann. Appl. Probab. 17, No. 4, 1245-1272 (2007). Reviewer: Fabio Scarabotti (Roma) MSC: 60J10 60B15 60G50 62M10 PDFBibTeX XMLCite \textit{D. Buraczewski}, Ann. Appl. Probab. 17, No. 4, 1245--1272 (2007; Zbl 1151.60034) Full Text: DOI arXiv
Kim, Jeongsim; Kim, Bara Regularly varying tails in a queue with discrete autoregressive arrivals of order \(p\). (English) Zbl 1121.60096 Queueing Syst. 56, No. 2, 93-102 (2007). MSC: 60K25 68M20 90B22 PDFBibTeX XMLCite \textit{J. Kim} and \textit{B. Kim}, Queueing Syst. 56, No. 2, 93--102 (2007; Zbl 1121.60096) Full Text: DOI
Castanié, Francis (ed.) [Le Carpentier, Éric; Besson, Olivier; Ferrari, André; Mailhes, Corinne; Martin, Nadine; Marcos, Sylvie] Spectral analysis. Parametric and non-parametric digital methods. Translated from the 2003 French original. (English) Zbl 1138.94005 Digital Signal and Image Processing Series (DSP). London: ISTE (ISBN 978-1-905209-05-7/hbk; 978-0-470-61219-4/ebook). 262 p. (2006). Reviewer: Yuehua Wu (Toronto) MSC: 94-02 94A12 PDFBibTeX XMLCite \textit{F. Castanié} (ed.), Spectral analysis. Parametric and non-parametric digital methods. Translated from the 2003 French original. London: ISTE (2006; Zbl 1138.94005) Full Text: DOI
Ing, Ching-Kang; Wei, Ching-Zong A maximal moment inequality for long range dependent time series with applications to estimation and model selection. (English) Zbl 1107.62093 Stat. Sin. 16, No. 3, 721-740 (2006). MSC: 62M10 60E15 62F12 PDFBibTeX XMLCite \textit{C.-K. Ing} and \textit{C.-Z. Wei}, Stat. Sin. 16, No. 3, 721--740 (2006; Zbl 1107.62093)
Kazlauskas, Kazys; Kazlauskas, Jaunius Iterative estimation algorithm of autoregressive parameters. (English) Zbl 1102.68710 Informatica, Vilnius 17, No. 2, 199-206 (2006). MSC: 68U20 65C05 PDFBibTeX XMLCite \textit{K. Kazlauskas} and \textit{J. Kazlauskas}, Informatica, Vilnius 17, No. 2, 199--206 (2006; Zbl 1102.68710)
Liu, Qunli; Subhash, Ghatu; Evensen, Harold A. Behavior of a novel iterative deconvolution algorithm for system identification. (English) Zbl 1182.93042 J. Vib. Control 11, No. 7, 985-1003 (2005). MSC: 93B30 93B40 PDFBibTeX XMLCite \textit{Q. Liu} et al., J. Vib. Control 11, No. 7, 985--1003 (2005; Zbl 1182.93042) Full Text: DOI
Al-Smadi, Adnan The estimation of the order of an ARMA process using third-order statistics. (English) Zbl 1122.62075 Int. J. Syst. Sci. 36, No. 15, 975-982 (2005). MSC: 62M10 65C60 PDFBibTeX XMLCite \textit{A. Al-Smadi}, Int. J. Syst. Sci. 36, No. 15, 975--982 (2005; Zbl 1122.62075) Full Text: DOI
Herkenrath, Ulrich; Rudolph, Andreas On strong ergodicity of iterated function systems, with applications to time series models. (English) Zbl 1174.60403 An. Univ. Craiova, Ser. Mat. Inf. 32, 170-178 (2005). MSC: 60J05 62M10 PDFBibTeX XMLCite \textit{U. Herkenrath} and \textit{A. Rudolph}, An. Univ. Craiova, Ser. Mat. Inf. 32, 170--178 (2005; Zbl 1174.60403)
Nakada, Hayato; Takaba, Kiyotsugu; Katayama, Tohru Identification of piecewise affine systems based on statistical clustering technique. (English) Zbl 1093.93007 Automatica 41, No. 5, 905-913 (2005). MSC: 93B30 62H30 PDFBibTeX XMLCite \textit{H. Nakada} et al., Automatica 41, No. 5, 905--913 (2005; Zbl 1093.93007) Full Text: DOI
Hasan, Md. Kamrul; Hossain, Md. Jahangir; Haque, Md. Aynal Parameter estimation of multichannel autoregressive processes in noise. (English) Zbl 1144.94339 Signal Process. 83, No. 3, 603-610 (2003). MSC: 94A12 94A40 PDFBibTeX XMLCite \textit{Md. K. Hasan} et al., Signal Process. 83, No. 3, 603--610 (2003; Zbl 1144.94339) Full Text: DOI
Antunes, M.; Amaral Turkman, M. A.; Turkman, K. F. A Bayesian approach to event prediction. (English) Zbl 1050.62099 J. Time Ser. Anal. 24, No. 6, 631-646 (2003). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M20 62F15 65C60 PDFBibTeX XMLCite \textit{M. Antunes} et al., J. Time Ser. Anal. 24, No. 6, 631--646 (2003; Zbl 1050.62099) Full Text: DOI
Brofferio, Sara Speed of stochastic locally contractive systems. (English) Zbl 1046.60067 Ann. Probab. 31, No. 4, 2040-2067 (2003). Reviewer: Jiří Anděl (Praha) MSC: 60J10 60B12 60G50 PDFBibTeX XMLCite \textit{S. Brofferio}, Ann. Probab. 31, No. 4, 2040--2067 (2003; Zbl 1046.60067) Full Text: DOI Euclid
McCrorie, J. Roderick The problem of aliasing in identifying finite parameter continuous time stochastic models. (English) Zbl 1030.62071 Acta Appl. Math. 79, No. 1-2, 9-16 (2003). MSC: 62M10 91B84 93B30 34A55 34F05 PDFBibTeX XMLCite \textit{J. R. McCrorie}, Acta Appl. Math. 79, No. 1--2, 9--16 (2003; Zbl 1030.62071) Full Text: DOI
van Eijndhoven, S. J. L.; Habets, L. C. G. J. M. Equivalence of convolution systems in a behavioral framework. (English) Zbl 1041.93017 Math. Control Signals Syst. 16, No. 2-3, 175-206 (2003). Reviewer: Dmitry Kalyuzhniy-Verbovetzky (Beer-Sheva) MSC: 93B25 46F05 PDFBibTeX XMLCite \textit{S. J. L. van Eijndhoven} and \textit{L. C. G. J. M. Habets}, Math. Control Signals Syst. 16, No. 2--3, 175--206 (2003; Zbl 1041.93017) Full Text: DOI Link
Lo, Kueiming; Kwon, Wook-Hyun New identification approaches for disturbed models. (English) Zbl 1029.93058 Automatica 39, No. 9, 1627-1634 (2003). Reviewer: Yves Cherruault (Paris) MSC: 93E12 93C80 PDFBibTeX XMLCite \textit{K. Lo} and \textit{W.-H. Kwon}, Automatica 39, No. 9, 1627--1634 (2003; Zbl 1029.93058) Full Text: DOI
Dodd, T. J.; Harris, C. J. Identification of nonlinear time series via kernels. (English) Zbl 1012.93020 Int. J. Syst. Sci. 33, No. 9, 737-750 (2002). Reviewer: Yves Cherruault (Paris) MSC: 93B30 93C10 62M20 46E22 PDFBibTeX XMLCite \textit{T. J. Dodd} and \textit{C. J. Harris}, Int. J. Syst. Sci. 33, No. 9, 737--750 (2002; Zbl 1012.93020) Full Text: DOI
Harris, C. J.; Gao, J. B. An adaptive multiscale basis method for modelling discrete-time nonlinear dynamical systems. (English) Zbl 1011.93008 Int. J. Control 75, No. 3, 141-153 (2002). Reviewer: Wenhuan Yu (Tianjin) MSC: 93A30 62M10 93E12 93C10 93C55 93E10 PDFBibTeX XMLCite \textit{C. J. Harris} and \textit{J. B. Gao}, Int. J. Control 75, No. 3, 141--153 (2002; Zbl 1011.93008) Full Text: DOI
Larsson, Erik K.; Söderström, Torsten Identification of continuous-time AR processes from unevenly sampled data. (English) Zbl 1004.93013 Automatica 38, No. 4, 709-718 (2002). Reviewer: Yves Cherruault (Paris) MSC: 93B30 93C57 93E24 PDFBibTeX XMLCite \textit{E. K. Larsson} and \textit{T. Söderström}, Automatica 38, No. 4, 709--718 (2002; Zbl 1004.93013) Full Text: DOI
Ravi, M. S.; Rosenthal, Joachim; Helmke, Uwe Output feedback invariants. (English) Zbl 1008.93023 Linear Algebra Appl. 351-352, 623-637 (2002). Reviewer: Nikolai I.Osetinski (Moskva) MSC: 93B25 93B52 93C35 14L30 14C05 PDFBibTeX XMLCite \textit{M. S. Ravi} et al., Linear Algebra Appl. 351--352, 623--637 (2002; Zbl 1008.93023) Full Text: DOI arXiv
Kato, Hiroko; Ozaki, Tohru Adding data process feedback to the nonlinear autoregressive model. (English) Zbl 0997.94516 Signal Process. 82, No. 9, 1189-1204 (2002). MSC: 94A12 62M10 92C55 PDFBibTeX XMLCite \textit{H. Kato} and \textit{T. Ozaki}, Signal Process. 82, No. 9, 1189--1204 (2002; Zbl 0997.94516) Full Text: DOI
David, B.; Bastin, G. Parameter estimation in nonlinear systems with auto and crosscorrelated noise. (English) Zbl 1004.93012 Automatica 38, No. 1, 81-90 (2002). Reviewer: Yves Cherruault (Paris) MSC: 93B30 93C10 93E12 PDFBibTeX XMLCite \textit{B. David} and \textit{G. Bastin}, Automatica 38, No. 1, 81--90 (2002; Zbl 1004.93012) Full Text: DOI
Al-Smadi, Adnan A new coefficient estimation method for autoregressive systems using cumulants. (English) Zbl 1047.62074 Int. J. Circuit Theory Appl. 29, No. 5, 511-516 (2001). MSC: 62M10 93E12 PDFBibTeX XMLCite \textit{A. Al-Smadi}, Int. J. Circuit Theory Appl. 29, No. 5, 511--516 (2001; Zbl 1047.62074) Full Text: DOI
Zheng, Y.; Tay, D. B. H.; Lin, Z. Modeling general distributed nonstationary process and identifying time-varying autoregressive system by wavelets: theory and application. (English) Zbl 0989.94007 Signal Process. 81, No. 9, 1823-1848 (2001). MSC: 94A11 93E12 94A40 PDFBibTeX XMLCite \textit{Y. Zheng} et al., Signal Process. 81, No. 9, 1823--1848 (2001; Zbl 0989.94007) Full Text: DOI
Le Caillec, Jean-Marc; Garello, René Nonlinear system identification using autoregressive quadratic models. (English) Zbl 1079.93530 Signal Process. 81, No. 2, 357-379 (2001). MSC: 93E12 93B30 62P30 PDFBibTeX XMLCite \textit{J.-M. Le Caillec} and \textit{R. Garello}, Signal Process. 81, No. 2, 357--379 (2001; Zbl 1079.93530) Full Text: DOI
Leung, Henry; Wang, Sichun; Chan, Albert M. Blind identification of an autoregressive system using a nonlinear dynamical approach. (English) Zbl 1015.93065 IEEE Trans. Signal Process. 48, No. 11, 3017-3027 (2000). Reviewer: Song Wang (Nedlands) MSC: 93E12 93B30 37D45 93C10 PDFBibTeX XMLCite \textit{H. Leung} et al., IEEE Trans. Signal Process. 48, No. 11, 3017--3027 (2000; Zbl 1015.93065) Full Text: DOI
Mari, Jørge; Stoica, Petre; McKelvey, T. Vector ARMA estimation: A reliable subspace approach. (English) Zbl 1017.93100 IEEE Trans. Signal Process. 48, No. 7, 2092-2104 (2000). Reviewer: Song Wang (Nedlands) MSC: 93E12 93B40 93E24 PDFBibTeX XMLCite \textit{J. Mari} et al., IEEE Trans. Signal Process. 48, No. 7, 2092--2104 (2000; Zbl 1017.93100) Full Text: DOI
Hilgert, Nadine; Senoussi, Rachid; Vila, Jean-Pierre Nonparametric identification of controlled nonlinear time varying processes. (English) Zbl 1097.93536 SIAM J. Control Optimization 39, No. 3, 950-960 (2000). MSC: 93E12 93B30 PDFBibTeX XMLCite \textit{N. Hilgert} et al., SIAM J. Control Optim. 39, No. 3, 950--960 (2000; Zbl 1097.93536) Full Text: DOI
Liu, Kunlin Recursive parameter method for computing the predicting function of the multivariable ARMAX model. (English) Zbl 0990.93131 Tsinghua Sci. Technol. 5, No. 1, 115-120 (2000). Reviewer: Ingmar Randvee (Tallinn) MSC: 93E12 93E24 93C40 93B40 PDFBibTeX XMLCite \textit{K. Liu}, Tsinghua Sci. Technol. 5, No. 1, 115--120 (2000; Zbl 0990.93131)
Chon, K. H.; Yip, K. P.; Camino, B. M.; Marsh, D. J.; Holstein-Rathlou, N.-H. Modeling nonlinear determinism in short time series from noise driven discrete and continuous systems. (English) Zbl 0972.37057 Int. J. Bifurcation Chaos Appl. Sci. Eng. 10, No. 12, 2745-2766 (2000). Reviewer: Vigirdas Mackevičius (Vilnius) MSC: 37M10 92C50 92-08 68U20 PDFBibTeX XMLCite \textit{K. H. Chon} et al., Int. J. Bifurcation Chaos Appl. Sci. Eng. 10, No. 12, 2745--2766 (2000; Zbl 0972.37057) Full Text: DOI
Bittanti, Sergio; Campi, M. C. Persistence of excitation properties for time-varying autoregressive systems. (English) Zbl 0961.93056 SIAM J. Control Optimization 39, No. 1, 133-140 (2000). Reviewer: Vjatscheslav Vasiliev (Tomsk) MSC: 93E12 62J02 93B30 PDFBibTeX XMLCite \textit{S. Bittanti} and \textit{M. C. Campi}, SIAM J. Control Optim. 39, No. 1, 133--140 (2000; Zbl 0961.93056) Full Text: DOI
Bernasconi, Corrado; König, Peter On the directionality of cortical interactions studied by structural analysis of electrophysiological recordings. (English) Zbl 0957.92005 Biol. Cybern. 81, No. 3, 199-210 (1999). MSC: 92C20 62M10 62P10 PDFBibTeX XMLCite \textit{C. Bernasconi} and \textit{P. König}, Biol. Cybern. 81, No. 3, 199--210 (1999; Zbl 0957.92005) Full Text: DOI
Vafiadis, D.; Karcanias, N. First-order realizations of autoregressive equations. (English) Zbl 0964.93023 Int. J. Control 72, No. 12, 1043-1053 (1999). Reviewer: Nikolai I.Osetinski (Moskva) MSC: 93B15 93B20 93B25 PDFBibTeX XMLCite \textit{D. Vafiadis} and \textit{N. Karcanias}, Int. J. Control 72, No. 12, 1043--1053 (1999; Zbl 0964.93023) Full Text: DOI
Habets, L. C. G. J. M. System equivalence for AR-systems over rings – with an application to delay-differential systems. (English) Zbl 0951.93015 Math. Control Signals Syst. 12, No. 3, 219-244 (1999). Reviewer: F.Théron (Pretoria) MSC: 93B25 34K35 PDFBibTeX XMLCite \textit{L. C. G. J. M. Habets}, Math. Control Signals Syst. 12, No. 3, 219--244 (1999; Zbl 0951.93015) Full Text: DOI
Gao, Jiti Semiparametric regression smoothing of non-linear time series. (English) Zbl 0921.62109 Scand. J. Stat. 25, No. 3, 521-539 (1998). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62M10 62J02 PDFBibTeX XMLCite \textit{J. Gao}, Scand. J. Stat. 25, No. 3, 521--539 (1998; Zbl 0921.62109) Full Text: DOI
El-Awar, F. A.; Labadie, J. W.; Ouarda, T. B. M. J. Stochastic differential dynamic programming for multi-reservoir system control. (English) Zbl 0939.76081 Stochastic Hydrology Hydraul. 12, No. 4, 247-266 (1998). MSC: 76M35 86A05 90C15 PDFBibTeX XMLCite \textit{F. A. El-Awar} et al., Stochastic Hydrology Hydraul. 12, No. 4, 247--266 (1998; Zbl 0939.76081) Full Text: DOI
Wood, Jeffrey; Rogers, Eric; Owens, David H. Minimum lag descriptions and minimal Gröbner bases. (English) Zbl 0909.93008 Syst. Control Lett. 34, No. 5, 289-293 (1998). MSC: 93B25 93C35 PDFBibTeX XMLCite \textit{J. Wood} et al., Syst. Control Lett. 34, No. 5, 289--293 (1998; Zbl 0909.93008) Full Text: DOI
Mäkilä, P. M. On autoregressive models, the parsimony principle, and their use in control-oriented system identification. (English) Zbl 0890.93025 Int. J. Control 68, No. 5, 1103-1114 (1997). Reviewer: P.A.Morettin (São Paulo) MSC: 93B30 PDFBibTeX XMLCite \textit{P. M. Mäkilä}, Int. J. Control 68, No. 5, 1103--1114 (1997; Zbl 0890.93025) Full Text: DOI
Rosenblatt, Murray Some simple remarks on an autoregressive scheme and an implied problem. (English) Zbl 0895.60039 J. Theor. Probab. 10, No. 2, 295-305 (1997). MSC: 60G10 60J10 PDFBibTeX XMLCite \textit{M. Rosenblatt}, J. Theor. Probab. 10, No. 2, 295--305 (1997; Zbl 0895.60039) Full Text: DOI
Al-Nachawati, H.; Alwasel, I.; Alzaid, A. A. Estimating the parameters of the generalized Poisson AR(1) process. (English) Zbl 0872.62083 J. Stat. Comput. Simulation 56, No. 4, 337-352 (1997). MSC: 62M10 62M05 PDFBibTeX XMLCite \textit{H. Al-Nachawati} et al., J. Stat. Comput. Simulation 56, No. 4, 337--352 (1997; Zbl 0872.62083) Full Text: DOI
Nakamori, S. Estimation of multivariate signal by output autocovariance data in linear discrete-time systems. (English) Zbl 0858.93068 Math. Comput. Modelling 24, No. 1, 97-114 (1996). Reviewer: E.Yaz (Fayetteville) MSC: 93E12 93C55 93E14 PDFBibTeX XMLCite \textit{S. Nakamori}, Math. Comput. Modelling 24, No. 1, 97--114 (1996; Zbl 0858.93068) Full Text: DOI
Phan, Minh Q.; Juang, Jer-Nan Designs of learning controllers based on autoregressive representation of a linear system. (English) Zbl 0848.93027 J. Guid. Control Dyn. 19, No. 2, 355-362 (1996). MSC: 93B51 93B30 PDFBibTeX XMLCite \textit{M. Q. Phan} and \textit{J.-N. Juang}, J. Guid. Control Dyn. 19, No. 2, 355--362 (1996; Zbl 0848.93027) Full Text: DOI Link
Paruolo, Paolo On the determination of integration indices in I(2) systems. (English) Zbl 0844.62096 J. Econom. 72, No. 1-2, 313-356 (1996). MSC: 62P20 62M10 PDFBibTeX XMLCite \textit{P. Paruolo}, J. Econom. 72, No. 1--2, 313--356 (1996; Zbl 0844.62096) Full Text: DOI
Chen, You-Li; Tay, Kok-Wan; Chen, Bor-Sen Model-based filter banks and corresponding subband coding systems: Multirate state-space approach. (English) Zbl 1007.94510 Signal Process. 55, No. 3, 257-268 (1996). MSC: 94A12 93E11 PDFBibTeX XMLCite \textit{Y.-L. Chen} et al., Signal Process. 55, No. 3, 257--268 (1996; Zbl 1007.94510) Full Text: DOI
Al-Ani, Tarik; Hamam, Yskander Parameters identification of a time-varying stochastic dynamic systems using Viterbi algorithm. (English) Zbl 0887.93070 Doležal, Jaroslav et al., System modelling and optimization. Proceedings of the 17th IFIP TC7 conference. Prague, Czech Republic, July 10–14, 1995. London: Chapman & Hall. 567-573 (1996). Reviewer: K.Uosaki (Tottori) MSC: 93E12 PDFBibTeX XMLCite \textit{T. Al-Ani} and \textit{Y. Hamam}, in: System modelling and optimization. Proceedings of the 17th IFIP TC7 conference. Prague, Czech Republic, July 10--14, 1995. London: Chapman \& Hall. 567--573 (1996; Zbl 0887.93070)
Lucchetti, Riccardo Companion form representation of cointegrating VARs. (English) Zbl 0898.90049 Statistica 56, No. 3, 361-375 (1996). MSC: 91B84 62M10 PDFBibTeX XMLCite \textit{R. Lucchetti}, Statistica 56, No. 3, 361--375 (1996; Zbl 0898.90049)
Ravi, M. S.; Rosenthal, J. A general realization theory for higher-order linear differential equations. (English) Zbl 0877.93028 Syst. Control Lett. 25, No. 5, 351-360 (1995). MSC: 93B25 93B15 93C05 PDFBibTeX XMLCite \textit{M. S. Ravi} and \textit{J. Rosenthal}, Syst. Control Lett. 25, No. 5, 351--360 (1995; Zbl 0877.93028) Full Text: DOI
Lamond, Bernard F.; Sobel, Matthew J. Exact and approximate solutions of affine reservoir models. (English) Zbl 0842.90032 Oper. Res. 43, No. 5, 771-780 (1995). MSC: 90B05 PDFBibTeX XMLCite \textit{B. F. Lamond} and \textit{M. J. Sobel}, Oper. Res. 43, No. 5, 771--780 (1995; Zbl 0842.90032) Full Text: DOI
García-Jurado, I.; González-Manteiga, W.; Prada-Sánchez, J. M.; Febrero-Bande, M.; Cao, R. Predicting using Box-Jenkins, nonparametric, and bootstrap techniques. (English) Zbl 0837.62071 Technometrics 37, No. 3, 303-310 (1995). MSC: 62M20 62G09 62G07 PDFBibTeX XMLCite \textit{I. García-Jurado} et al., Technometrics 37, No. 3, 303--310 (1995; Zbl 0837.62071) Full Text: DOI
Hunt, L. R.; DeGroat, R. D.; Linebarger, D. A. Nonlinear AR modeling. (English) Zbl 0834.62079 Circuits Syst. Signal Process. 14, No. 5, 689-705 (1995). MSC: 62M10 41A58 41A99 PDFBibTeX XMLCite \textit{L. R. Hunt} et al., Circuits Syst. Signal Process. 14, No. 5, 689--705 (1995; Zbl 0834.62079) Full Text: DOI
Thavaneswaran, A.; Abraham, B. A note on model reference adaptive system (MRAS) estimate with infinite variance. (English) Zbl 0828.62082 Stat. Neerl. 48, No. 3, 253-257 (1994). MSC: 62M10 62M09 PDFBibTeX XMLCite \textit{A. Thavaneswaran} and \textit{B. Abraham}, Stat. Neerl. 48, No. 3, 253--257 (1994; Zbl 0828.62082) Full Text: DOI
Rosenthal, Joachim; Sain, Michael; Wang, Xiaochang Topological considerations for autoregressive systems with fixed Kronecker indices. (English) Zbl 0813.93005 Circuits Syst. Signal Process. 13, No. 2-3, 295-308 (1994). MSC: 93A10 93B05 93B07 93B27 93A99 PDFBibTeX XMLCite \textit{J. Rosenthal} et al., Circuits Syst. Signal Process. 13, No. 2--3, 295--308 (1994; Zbl 0813.93005) Full Text: DOI
Rosenthal, Joachim On dynamic feedback compensation and compactification of systems. (English) Zbl 0797.93018 SIAM J. Control Optimization 32, No. 1, 279-296 (1994). MSC: 93B55 93C35 93B25 54D35 14M15 PDFBibTeX XMLCite \textit{J. Rosenthal}, SIAM J. Control Optim. 32, No. 1, 279--296 (1994; Zbl 0797.93018) Full Text: DOI
Rosenthal, Joachim; Wang, Xiaochang What is the distance between two autoregressive systems? (English) Zbl 0821.93028 Bowers, Kenneth L. (ed.) et al., Computation and control III. Proceedings of the third Bozeman conference, Bozeman, MT, USA, August 5-11, 1992. Boston, MA: Birkhäuser. Prog. Syst. Control Theory. 15, 333-340 (1993). Reviewer: A.Akutowicz (Berlin) MSC: 93B28 93A10 93B35 93B40 93C05 PDFBibTeX XMLCite \textit{J. Rosenthal} and \textit{X. Wang}, in: Computation and control III. Proceedings of the third Bozeman conference, Bozeman, MT, USA, August 5-11, 1992. Boston, MA: Birkhäuser. 333--340 (1993; Zbl 0821.93028)
Fornasini, E.; Rocha, P.; Zampieri, S. State space realization of 2-D finite-dimensional behaviours. (English) Zbl 0793.93013 SIAM J. Control Optimization 31, No. 6, 1502-1517 (1993). MSC: 93B20 93B25 PDFBibTeX XMLCite \textit{E. Fornasini} et al., SIAM J. Control Optim. 31, No. 6, 1502--1517 (1993; Zbl 0793.93013) Full Text: DOI
Ghosh, Bijoy K.; Bouthellier, Paul R. Simultaneous coefficient assignment of discrete-time multi-input multi- output linear time-varying system: A new approach for compensator design. (English) Zbl 0793.93085 SIAM J. Control Optimization 31, No. 6, 1438-1461 (1993). MSC: 93C55 93C05 93C35 PDFBibTeX XMLCite \textit{B. K. Ghosh} and \textit{P. R. Bouthellier}, SIAM J. Control Optim. 31, No. 6, 1438--1461 (1993; Zbl 0793.93085) Full Text: DOI
Li, Ta-Hsin Estimation and blind deconvolution of autoregressive systems with nonstationary binary inputs. (English) Zbl 0780.62068 J. Time Ser. Anal. 14, No. 6, 575-588 (1993). MSC: 62M10 65C99 62M09 93E12 PDFBibTeX XMLCite \textit{T.-H. Li}, J. Time Ser. Anal. 14, No. 6, 575--588 (1993; Zbl 0780.62068) Full Text: DOI
Kavalieris, L. Transfer function estimation. (English) Zbl 0780.62067 J. Time Ser. Anal. 14, No. 5, 485-496 (1993). MSC: 62M10 62M15 62F12 93E10 PDFBibTeX XMLCite \textit{L. Kavalieris}, J. Time Ser. Anal. 14, No. 5, 485--496 (1993; Zbl 0780.62067) Full Text: DOI
Isaksson, Alf J. Analysis of identified 2-D noncausal models. (English) Zbl 0776.93021 IEEE Trans. Inf. Theory 39, No. 2, 525-534 (1993). MSC: 93B30 PDFBibTeX XMLCite \textit{A. J. Isaksson}, IEEE Trans. Inf. Theory 39, No. 2, 525--534 (1993; Zbl 0776.93021) Full Text: DOI
Ruano, M. Graça; Nocetti, D. F. Garcia; Fish, P. J.; Fleming, P. J. Alternative parallel implementations of an AR-modified covariance spectral estimator for diagnostic ultrasonic blood flow studies. (English) Zbl 0769.92015 Parallel Comput. 19, No. 4, 463-476 (1993). MSC: 92C50 92-08 65Y05 62M15 65Y10 PDFBibTeX XMLCite \textit{M. G. Ruano} et al., Parallel Comput. 19, No. 4, 463--476 (1993; Zbl 0769.92015) Full Text: DOI
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 PDFBibTeX XMLCite \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)
Chambers, Marcus J. A nonnested approach to testing continuous time models against discrete alternatives. (English) Zbl 0778.62078 J. Econom. 57, No. 1-3, 319-343 (1993). Reviewer: B.L.S.Prakasa Rao (New Delhi) MSC: 62M07 62M10 62P20 PDFBibTeX XMLCite \textit{M. J. Chambers}, J. Econom. 57, No. 1--3, 319--343 (1993; Zbl 0778.62078) Full Text: DOI
McCaffrey, Daniel F.; Ellner, Stephen; Gallant, A. Ronald; Nychka, Douglas W. Estimating the Lyapunov exponent of a chaotic system with nonparametric regression. (English) Zbl 0782.62045 J. Am. Stat. Assoc. 87, No. 419, 682-695 (1992). MSC: 62G07 62M10 62P99 37-XX PDFBibTeX XMLCite \textit{D. F. McCaffrey} et al., J. Am. Stat. Assoc. 87, No. 419, 682--695 (1992; Zbl 0782.62045) Full Text: DOI
Rocha, Paula; Willems, Jan C. Controllability of 2-D systems. (English) Zbl 0753.93008 IEEE Trans. Autom. Control 36, No. 4, 413-423 (1991). Reviewer: T.Nambu (Kumamoto) MSC: 93B05 93C35 93B25 PDFBibTeX XMLCite \textit{P. Rocha} and \textit{J. C. Willems}, IEEE Trans. Autom. Control 36, No. 4, 413--423 (1991; Zbl 0753.93008) Full Text: DOI Link
Pandit, Sudhakar M.; Wu, Shien-Ming Time series and system analysis with applications. Reprint of the orig. Wiley ed. 1983. (English) Zbl 0733.62097 Malabar, FL: Robert E. Krieger Publishing Company. xviii, 586 p. $ 79.50 (1990). MSC: 62M10 62M20 62N99 93E20 62-01 62-04 93-01 62P99 93E99 PDFBibTeX XMLCite \textit{S. M. Pandit} and \textit{S.-M. Wu}, Time series and system analysis with applications. Reprint of the orig. Wiley ed. 1983. Malabar, FL: Robert E. Krieger Publishing Company (1990; Zbl 0733.62097)
Heij, Christiaan System identifiability for the procedure of most powerful unfalsified modelling. (English) Zbl 0726.93027 Realization and modelling in system theory, Proc. Int. Symp., Math. Theory Networks Syst., MTNS, Vol. I, Amsterdam/Neth. 1989, Prog. Syst. Control Theory 3, 437-447 (1990). MSC: 93B30 93C05 PDFBibTeX XML