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Parameter Estimation and Control in ARMAX Models
Year 2004 ,
Volume: 3 Issue: 2, 73 - 87, 15.08.2004
Esin Köksal Babacan
,
Fikri Öztürk
Abstract
This study considers the parameter estimation in ARMAX models with unknown parameters and the control problem of ARMAX systems with known parameters.
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.
ARMAX Modellerinde Parametre Tahmini ve Kontrol
Year 2004 ,
Volume: 3 Issue: 2, 73 - 87, 15.08.2004
Esin Köksal Babacan
,
Fikri Öztürk
Abstract
Bu çalışmada, parametreleri bilinmeyen ARMAX modellerinde parametre tahmini ve parametreleri bilinen ARMAX sistemlerinde kontrol problemi üzerinde durulmaktadır.
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
Esin Köksal Babacan
ANKARA ÜNİVERSİTESİ, FEN FAKÜLTESİ, İSTATİSTİK BÖLÜMÜ
Türkiye
Fikri Öztürk
ANKARA ÜNİVERSİTESİ, FEN FAKÜLTESİ, İSTATİSTİK BÖLÜMÜ
Türkiye
Publication Date
August 15, 2004
Published in Issue
Year 2004
Volume: 3 Issue: 2
Cite
APA
Köksal Babacan, E., & Öztürk, F. (2004). ARMAX Modellerinde Parametre Tahmini ve Kontrol. İstatistik Araştırma Dergisi, 3(2), 73-87.