Abstract
If an ARMAX model has zeros in the MA part which are close to the unit circle, then the one step predictor can have large transients....
| Originalsprog | Engelsk |
|---|---|
| Titel | Proceedings of the 10th IFAC Symposium on System Identification, Copenhagen July 1994 |
| Forlag | Technical University of Denmark (DTU) |
| Publikationsdato | 1994 |
| Sider | 611-617 |
| ISBN (Trykt) | ISBN 87-7748-034-1. |
| Status | Udgivet - 1994 |
| Begivenhed | A New Method for Estimating ARMAX Models - Varighed: 19 maj 2010 → … |
Konference
| Konference | A New Method for Estimating ARMAX Models |
|---|---|
| Periode | 19/05/2010 → … |
Bibliografisk note
P94-4038P94-4038
Vol. 2, pp. 611-617