Conference Paper
Year 2004,
Volume: 3 Issue: 2, 73 - 87, 15.08.2004
Abstract
This study considers the parameter estimation in ARMAX models with unknown parameters and the control problem of ARMAX systems with known parameters.
Keywords
References
- BROCKWELL, P.J. and DAVIS, R.A. (1996), Introduction to Time Series and Forecasting, Springer.
- DAVIS, M.H.A. and WINTER, R.B. (1985), Stochastic Modelling and Control, Chapman and Hall.
- DURBIN J. and KOOPMAN, S.J. (2001), Time Series Analysis by State Space Methods, Oxford University Press.
- GREWAL, S. and Andrews, A.P. (1993), Kalman Filtering Theory and Practice, Prentice Hall.
- LJUNGQVIST L. and T. SARGENT (2000), Recursive Macroeconomic Theory, MIT Press.
- MAYNE, D.Q. and FIROOZAN, F. (1982), Linear identification of ARMA processes, Automatica, 18, 461-466.
Year 2004,
Volume: 3 Issue: 2, 73 - 87, 15.08.2004
Abstract
Bu çalışmada, parametreleri bilinmeyen ARMAX modellerinde parametre tahmini ve parametreleri bilinen ARMAX sistemlerinde kontrol problemi üzerinde durulmaktadır.
Keywords
References
- BROCKWELL, P.J. and DAVIS, R.A. (1996), Introduction to Time Series and Forecasting, Springer.
- DAVIS, M.H.A. and WINTER, R.B. (1985), Stochastic Modelling and Control, Chapman and Hall.
- DURBIN J. and KOOPMAN, S.J. (2001), Time Series Analysis by State Space Methods, Oxford University Press.
- GREWAL, S. and Andrews, A.P. (1993), Kalman Filtering Theory and Practice, Prentice Hall.
- LJUNGQVIST L. and T. SARGENT (2000), Recursive Macroeconomic Theory, MIT Press.
- MAYNE, D.Q. and FIROOZAN, F. (1982), Linear identification of ARMA processes, Automatica, 18, 461-466.
There are 6 citations in total.
Details
| Primary Language | Turkish |
|---|---|
| Subjects | Statistical Analysis, Quantitative Decision Methods |
| Journal Section | Research Articles |
| Authors | |
| Publication Date | August 15, 2004 |
| Published in Issue | Year 2004 Volume: 3 Issue: 2 |
