Box-Jenkins identification revisited-Part II: Applications

  • Authors:
  • R. Pintelon;Y. Rolain;J. Schoukens

  • Affiliations:
  • Vrije Universiteit Brussel, Departamento ELEC, Pleinlaan 2, 1050 Brussels, Belgium;Vrije Universiteit Brussel, Departamento ELEC, Pleinlaan 2, 1050 Brussels, Belgium;Vrije Universiteit Brussel, Departamento ELEC, Pleinlaan 2, 1050 Brussels, Belgium

  • Venue:
  • Automatica (Journal of IFAC)
  • Year:
  • 2006

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Abstract

Part I of this series of two papers handles the identification of discrete-time and continuous-time Box-Jenkins models on arbitrary frequency grids in an open and closed loop setting. Part II (i) discusses the practical calculation of the estimators developed in Part I, (ii) illustrates some theoretical results via simulation, and (iii) applies the modeling technique to a real life problem.