Project VirtUE
Dynamic System Identification
ID6: ARMAX IDENTIFICATION
ID6.1 ARMAX models
ID6.2 ARMAX predictors
ID6.3 Instrumental variable methods
ID6.4 Estimation of ARMAX models
ID6.5 Example 6.1
ID6.6 Model order estimation
ID6.7 Asymptotic properties of IV estimates
ID6.8 Example 6.2
ID6.9 Extended IV methods
ID6.10 Recursive IV algorithms
ID6.11 Example 6.3
ID6.12 Maximum likelihood estimates
ID6.13 PEM estimation of ARMAX models
ID6.14 Example 6.4
ID6.15 Covariance and asymptotic properties of PEM estimates
ID6.16 Example 6.5
ID6.17 Multivariable ARMAX models
ID6.18 Multivariable ARMAX predictors
ID6.19 Parametric identification of multivariable ARMAX models
ID6.20 PEM identification of multivariable ARMAX models
ID6.21 Example 6.7
ID6.Q Questions
ID6.F Frequently Asked Questions
The Difference Engine of Charles Babbage was conceived in 1822 and redesigned in 1847-49; in 1991, in occasion of the bicentenary of Babbage's birth, the Science Museum in Kensington, England, built a working copy of the whole machine on the basis of the 21 drawings left by Babbage. The son of Babbage, Henry Prevost, built several copies of the arithmetic unit of the Difference Engine and sent them to various institutions; in 1995 one of those copies has been sold for $200,000. The large-scale differential analyzer built by Vannevar Bush at MIT in 1925 with the support of the Rockefeller Foundation (last picture) was probably the largest computational device in the world at that time.
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