A Prediction Error Estimator for Nonlinear Stochastic Systems
Leontaritis, I.J. and Billings, S.A.
(1986)
A Prediction Error Estimator for Nonlinear Stochastic Systems.
Research Report.
Acse Report 295
.
Dept of Automatic Control and System Engineering. University of Sheffield
Abstract
A prediction error estimation algorithm incorporating model selection and validation techniques is developed for a class of multivariable discrete time stochastic nonlinear systems which can be represented by the NARMAX (Nonlinear AutoRegressive Moving Average Model with eXogenous inputs)
Metadata
Item Type:
Monograph
Authors/Creators:
Leontaritis, I.J.
Billings, S.A.
Copyright, Publisher and Additional Information:
The Department of Automatic Control and Systems Engineering research reports offer a forum for the research output of the academic staff and research students of the Department at the University of Sheffield. Papers are reviewed for quality and presentation by a departmental editor. However, the contents and opinions expressed remain the responsibility of the authors. Some papers in the series may have been subsequently published elsewhere and you are advised to cite the later published version in these instances.
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