Overview of Identification Methods of Autoregressive Model in Presence of Additive Noise-Reference-Cited by-同舟云学术

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

Published:2023-01-26 Issue:3 Volume:11 Page:607
ISSN:2227-7390
Container-title:Mathematics
language:en
Short-container-title:Mathematics

Author:

Ivanov Dmitriy¹²,Yakoub Zaineb³^ORCID

Affiliation:

1. Department of Information Systems Security, Samara National Research University, 443086 Samara, Russia

2. Department of Mechatronics, Samara State University of Transport, 443066 Samara, Russia

3. Department of Electrical Engineering, National Engineering School of Gabes, University of Gabes, Gabes 6029, Tunisia

Abstract

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 of the described methods and gives recommendations on choosing the best methods.

Publisher

MDPI AG

Subject

General Mathematics,Engineering (miscellaneous),Computer Science (miscellaneous)

Link

https://www.mdpi.com/2227-7390/11/3/607/pdf

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