Overview of Identification Methods of Autoregressive Model in Presence of Additive Noise

This paper presents an overview of the main methods used to identify autoregressive models with additive noises. The classification of identification methods is given. For each group of methods, advantages and disadvantages are indicated. The article presents the simulation results of a large number...

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Bibliographic Details
Main Authors: Dmitriy Ivanov, Zaineb Yakoub
Format: Article
Language:English
Published: MDPI AG 2023-01-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/11/3/607