MODEL APPROXIMATIONS VIA PREDICTION ERROR IDENTIFICATION

被引：31

作者：

ANDERSON, BDO ^{[1
]}

MOORE, JB ^{[1
]}

HAWKES, RM ^{[1
]}

机构：

[1] WEAP RES ESTAB,ADELAIDE 5001,S AUSTRALIA,AUSTRALIA

来源：

AUTOMATICA | 1978年 / 14卷 / 06期

关键词：

D O I：

10.1016/0005-1098(78)90051-1

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

收藏

页码：615 / 622

页数：8

相关论文

共 25 条

[1] BARAM Y, ERL718 REP
[2] Baram Y, 1976, THESIS MIT
[3] MAXIMUM LIKELIHOOD ESTIMATION OF PARAMETERS IN MULTIVARIATE GAUSSIAN STOCHASTIC-PROCESSES
CAINES, PE
RISSANEN, J
[J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 1974, 20 (01) : 102 - 104
[4] PREDICTION ERROR IDENTIFICATION METHODS FOR STATIONARY STOCHASTIC-PROCESSES
CAINES, PE
[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1976, 21 (04) : 500 - 505
[5] ON CONSISTENCY OF MAXIMUM LIKELIHOOD ESTIMATES FOR FINITE FAMILIES OF STOCHASTIC-PROCESSES - NOTE
CAINES, PE
[J]. ANNALS OF STATISTICS, 1975, 3 (02) : 539 - 546
[6] Cramer H., 1967, STATIONARY RELATED S
[7] HAWKES RM, 1975, 6TH P NONL EST C SAN
[8] HAWKES RM, 1975, DEC P IEEE DEC CONTR, P645
[9] HAWKES RM, 1976, IEEE T CONTROL AC, V21
[10] HAWKES RM, 1974, EE7410 U NEWC TECHN