Recursive identification for multivariate autoregressive equation-error systems with autoregressive noise
Sign Up to like & getrecommendations! Published in 2018 at "International Journal of Systems Science"
DOI: 10.1080/00207721.2018.1511873
Abstract: ABSTRACT This paper considers the recursive identification problems for a class of multivariate autoregressive equation-error systems with autoregressive noise. By decomposing the system into several regressive identification subsystems, a maximum likelihood recursive generalised least squares… read more here.
Keywords: identification; equation error; autoregressive equation; multivariate autoregressive ... See more keywords
Blind modal identification using generalized multivariate autoregressive model and extended joint eigenvalue decomposition
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DOI: 10.1088/1361-6501/adccee
Abstract: This study introduces the concept of blind source separation (BSS) based on a multivariate autoregressive (AR) model in the field of operational modal analysis (OMA), with improvements and extensions. A novel blind modal identification method… read more here.
Keywords: autoregressive model; multivariate autoregressive; method; model ... See more keywords