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Lookup NU author(s): Dr Quentin Clairon
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The optimal refined instrumental variable method for the estimation of the Box–Jenkins (BJ) model is modified so that it functions as an optimal filter and state-estimation algorithm. In contrast to the previously developed minimal and non-minimal state-space (NMSS) forms for an Auto-Regressive Moving Average with eXogenous variables (ARMAX) model, the new algorithm requires the introduction of a novel extended NMSS form. This facilitates representation of the more general noise component of the BJ model. The approach can be used for adaptive filtering and state variable feedback control.
Author(s): Wilson ED, Clairon Q, Taylor CJ
Publication type: Article
Publication status: Published
Journal: Electronics Letters
Online publication date: 27/02/2018
Acceptance date: 02/04/2016
ISSN (print): 0013-5194
ISSN (electronic): 1350-911X
Publisher: Institution of Engineering and Technology
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