Linear ARX Models in System Identification with Julia - Part 2

Linear ARX Models in System Identification with Julia - Part 2

JuliaHub via YouTube Direct link

Total least-squares estimation

10 of 13

10 of 13

Total least-squares estimation

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Linear ARX Models in System Identification with Julia - Part 2

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  1. 1 Intro to linear models
  2. 2 Discrete and continuous time
  3. 3 The ARX model
  4. 4 Least-squares estimation
  5. 5 In practice
  6. 6 Constructing the regressor matrix
  7. 7 Computing the estimate
  8. 8 Using the built-in arx function
  9. 9 Consistency of the ARX least-squares estimate
  10. 10 Total least-squares estimation
  11. 11 Increasing the model order
  12. 12 Uncertainty quantification
  13. 13 Summary

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