Title: Box-Jenkins alike identification using nonparametric noise models
Authors: Schoukens, Joannes ×
Pintelon, R
Rolain, Y #
Issue Date: Dec-2004
Publisher: Pergamon-elsevier science ltd
Series Title: Automatica vol:40 issue:12 pages:2083-2089
Abstract: The identification of a SISO linear dynamic system in the presence of output noise disturbances is studied. It is shown that a nonparametric model for the disturbing output noise can be extracted from the raw data, even without estimating a plant model. Next a Box-Jenkins alike identification scheme is proposed using the nonparametric noise model as weighting. (C) 2004 Elsevier Ltd. All rights reserved.
ISSN: 0005-1098
Publication status: published
KU Leuven publication type: IT
Appears in Collections:ESAT - STADIUS, Stadius Centre for Dynamical Systems, Signal Processing and Data Analytics
× corresponding author
# (joint) last author

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