A Robust Identification Technique for Time-Varying ARMA Processes Based on Variable Structure Systems Theory
نویسندگان
چکیده
منابع مشابه
A Robust Identification Technique for Time-Varying ARMA Processes Based on Variable Structure Systems Theory
In this paper, a novel method for extracting the values of the coef®cients of time-varying ARMA processes is proposed. The approach discussed assumes solely that the orders of the numerator and the denominator polynomials are known. The algorithm is demonstrated to be stable in the sense of Lyapunov, furthermore, it is shown in the paper that the evolution in the parameter space takes place in ...
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ژورنال
عنوان ژورنال: Mathematical and Computer Modelling of Dynamical Systems
سال: 2002
ISSN: 1387-3954
DOI: 10.1076/mcmd.8.2.185.8592