Conditions for the Equivalence of ARMAX and ARX Systems

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dc.contributor.authorMcGraw, G.A.en_US
dc.contributor.authorGustafson, C.L.en_US
dc.contributor.authorGillis, J.T.en_US
dc.contributor.departmentISRen_US
dc.date.accessioned2007-05-23T09:48:21Z
dc.date.available2007-05-23T09:48:21Z
dc.date.issued1991en_US
dc.description.abstractIt is shown that an autoregressive moving average with exogenous input (ARMAX) system can be represented as an autoregressive with exogenous input (ARX) model if and only if the transfer function from the noise port to the output port has no transmission zeros. A construction using the matrix fractional description of the system is used to prove this result. This construction shows that, by proper addition of sensor measurements and extending the order of the ARX model, accurate parameter estimates of systems driven by unmeasured disturbances can be obtained.en_US
dc.format.extent433565 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.urihttp://hdl.handle.net/1903/5115
dc.language.isoen_USen_US
dc.relation.ispartofseriesISR; TR 1991-67en_US
dc.subjectsignal processingen_US
dc.subjectstochastic systemsen_US
dc.subjectsystem theoryen_US
dc.subjectCommunication en_US
dc.subjectSignal Processing Systemsen_US
dc.titleConditions for the Equivalence of ARMAX and ARX Systemsen_US
dc.typeTechnical Reporten_US

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