Practical methods of optimization; (2nd ed.)
Practical methods of optimization; (2nd ed.)
Matrix computations (3rd ed.)
System identification (2nd ed.): theory for the user
System identification (2nd ed.): theory for the user
Box-Jenkins alike identification using nonparametric noise models
Automatica (Journal of IFAC)
Box-Jenkins identification revisited-Part I: Theory
Automatica (Journal of IFAC)
Automatica (Journal of IFAC)
Brief paper: Box-Jenkins identification revisited-Part III
Automatica (Journal of IFAC)
Box-Jenkins identification revisited-Part I: Theory
Automatica (Journal of IFAC)
Hi-index | 22.15 |
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.