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An Iterative Method for Identification of ARX Models from Incomplete Data
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2000 (English)Report (Other academic)
Abstract [en]

This paper 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.
Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2000. , p. 7
Series
LiTH-ISY-R, ISSN 1400-3902 ; 2306
Keywords [en]
Autoregressive processes, Iterative methods, Least squares approximations, Parameter estimation
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-55756ISRN: LiTH-ISY-R-2306OAI: oai:DiVA.org:liu-55756DiVA, id: diva2:316577
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-09-08Bibliographically approved

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fulltext(219 kB)174 downloads
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CiteExportLink to record
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Citation style
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Output format
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