• DocumentCode
    1831687
  • Title

    Some observations on prediction error minimization

  • Author

    Young, P.C.

  • Author_Institution
    Syst. & Control Group, Lancaster Univ., Lancaster, UK
  • fYear
    2010
  • fDate
    7-10 Sept. 2010
  • Firstpage
    1
  • Lastpage
    6
  • Abstract
    This paper does not introduce any new methodology. Its primary aim is to present both real data analysis and associated simulation results that question an over-reliance on the prediction error minimisation approach to the identification and estimation of linear transfer function models from time series data.
  • Keywords
    identification; time series; transfer functions; linear transfer function model estimation; linear transfer function model identification; prediction error minimization; real data analysis; time series data; alternative algorithms; model credibility; prediction error minimization;
  • fLanguage
    English
  • Publisher
    iet
  • Conference_Titel
    Control 2010, UKACC International Conference on
  • Conference_Location
    Coventry
  • Electronic_ISBN
    978-1-84600-038-6
  • Type

    conf

  • DOI
    10.1049/ic.2010.0458
  • Filename
    6490916
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1831687