Matches in SemOpenAlex for { <https://semopenalex.org/work/W2610338436> ?p ?o ?g. }
Showing items 1 to 69 of
69
with 100 items per page.
- W2610338436 abstract "We describe a new technique for automatic identification of stationary, linear systems with a single output. This class of models includes all linear, time-invariant, stochastic, difference equations driven by arbitrary inputs and having stationary, normal disturbances with rational spectra.The parameters of the model are estimated by the method of maximum likelihood. A numerical algorithm for solving the likelihood equations is presented. The algorithm is essentially a modified Newton-Raphson algorithm, which takes advantage of the particular structure of the problem.Conditions for consistency and asymptotic efficiency of the estimates are given for increasing sample length. It is shown that these properties are exclusively determined by the information matrix. An estimate of the latter is obtained without additional computations. The information matrix also yields an estimate of the accuracy of the estimates in each. case.The approach has been tested on artificially generated input/output data. It is also immediately applicable to power spectrum analysis of time series, having advantages over ordinary non-parametric methods in that it always gives a non-negative estimate without the problems of trend removal and of the choice of spectral windows turning up.The basic idea can be extended to larger classes of systems. Also the identification is easily done recursively, which implies that the method is well suited for real time modelling. (Less)" @default.
- W2610338436 created "2017-05-12" @default.
- W2610338436 creator A5014235203 @default.
- W2610338436 creator A5022474809 @default.
- W2610338436 creator A5068985335 @default.
- W2610338436 date "1965-06-01" @default.
- W2610338436 modified "2023-09-25" @default.
- W2610338436 title "Automatic Construction of Linear Stochastic Dynamic Models For Stationary Industrial Processes with Random Disturbances Using Operating Records" @default.
- W2610338436 hasPublicationYear "1965" @default.
- W2610338436 type Work @default.
- W2610338436 sameAs 2610338436 @default.
- W2610338436 citedByCount "17" @default.
- W2610338436 crossrefType "journal-article" @default.
- W2610338436 hasAuthorship W2610338436A5014235203 @default.
- W2610338436 hasAuthorship W2610338436A5022474809 @default.
- W2610338436 hasAuthorship W2610338436A5068985335 @default.
- W2610338436 hasConcept C105795698 @default.
- W2610338436 hasConcept C106487976 @default.
- W2610338436 hasConcept C11413529 @default.
- W2610338436 hasConcept C117251300 @default.
- W2610338436 hasConcept C126255220 @default.
- W2610338436 hasConcept C143724316 @default.
- W2610338436 hasConcept C151730666 @default.
- W2610338436 hasConcept C159985019 @default.
- W2610338436 hasConcept C192562407 @default.
- W2610338436 hasConcept C28826006 @default.
- W2610338436 hasConcept C33923547 @default.
- W2610338436 hasConcept C45374587 @default.
- W2610338436 hasConcept C86803240 @default.
- W2610338436 hasConceptScore W2610338436C105795698 @default.
- W2610338436 hasConceptScore W2610338436C106487976 @default.
- W2610338436 hasConceptScore W2610338436C11413529 @default.
- W2610338436 hasConceptScore W2610338436C117251300 @default.
- W2610338436 hasConceptScore W2610338436C126255220 @default.
- W2610338436 hasConceptScore W2610338436C143724316 @default.
- W2610338436 hasConceptScore W2610338436C151730666 @default.
- W2610338436 hasConceptScore W2610338436C159985019 @default.
- W2610338436 hasConceptScore W2610338436C192562407 @default.
- W2610338436 hasConceptScore W2610338436C28826006 @default.
- W2610338436 hasConceptScore W2610338436C33923547 @default.
- W2610338436 hasConceptScore W2610338436C45374587 @default.
- W2610338436 hasConceptScore W2610338436C86803240 @default.
- W2610338436 hasLocation W26103384361 @default.
- W2610338436 hasOpenAccess W2610338436 @default.
- W2610338436 hasPrimaryLocation W26103384361 @default.
- W2610338436 hasRelatedWork W1496222892 @default.
- W2610338436 hasRelatedWork W1536997931 @default.
- W2610338436 hasRelatedWork W1994368767 @default.
- W2610338436 hasRelatedWork W1994551481 @default.
- W2610338436 hasRelatedWork W2009697036 @default.
- W2610338436 hasRelatedWork W2012992565 @default.
- W2610338436 hasRelatedWork W2034767804 @default.
- W2610338436 hasRelatedWork W2042010967 @default.
- W2610338436 hasRelatedWork W2068679603 @default.
- W2610338436 hasRelatedWork W2076032082 @default.
- W2610338436 hasRelatedWork W2081422011 @default.
- W2610338436 hasRelatedWork W2083402998 @default.
- W2610338436 hasRelatedWork W2097040621 @default.
- W2610338436 hasRelatedWork W2105934661 @default.
- W2610338436 hasRelatedWork W2134889605 @default.
- W2610338436 hasRelatedWork W2158208985 @default.
- W2610338436 hasRelatedWork W2321541861 @default.
- W2610338436 hasRelatedWork W2345723133 @default.
- W2610338436 hasRelatedWork W2397440404 @default.
- W2610338436 hasRelatedWork W2114001875 @default.
- W2610338436 isParatext "false" @default.
- W2610338436 isRetracted "false" @default.
- W2610338436 magId "2610338436" @default.
- W2610338436 workType "article" @default.