An iterative method for identification of ARX models from incomplete data

Proceedings of the IEEE Conference on Decision and Control

Volumn 1, Issue , 2000, Pages 203-208

  Wallin, Ragnar ^a   Isaksson, Alf J ^a   Ljung, Lennart ^b  

^a ROYAL INSTITUTE OF TECHNOLOGY   (Sweden)

^b LINKÖPING UNIVERSITY   (Sweden)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; DATA PROCESSING; FREQUENCY DOMAIN ANALYSIS; ITERATIVE METHODS; MATHEMATICAL MODELS; MATRIX ALGEBRA;

BIAS CORRECTION; DATA SETS; INTUITIVE ALGORITHM; LEAST SQUARE STEPS;

PARAMETER ESTIMATION;

EID: 0034438510     PISSN: 01912216     EISSN: None     Source Type: Journal    
DOI: 10.1109/CDC.2000.912759     Document Type: Article

References (7)

1. Parameter estimation for ARX models with missing data
2. A recursive EM algorithm for identification subject to missing data
3. Identification of ARX-models subject to missing data
4. Identification of continuous-time systems with missing data
5. Optimal ARMA parameter estimation based on the sample covariances for data with missing observations