An extended stochastic gradient algorithm is developed to estimate the parameters of Hammerstein–Wiener ARMAX models. The basic idea is to replace the unmeasurable noise terms in the information vector of the pseudo-linear regression identification model with the corresponding noise estimates which are computed by the obtained parameter estimates. The obtained parameter estimates of the identif...

The meaning of nonzero set points for the identiiability of the AR-MAX model parameters in a closed-loop system with a minimum-variance controller is explained and discussed. It is pointed out that, in the case of a zero set point and an ARMAX model resulting from the discretization of a continuous-time plant, the model parameters cannot be identiied in a closed-loop system with a minimum-varia...

El objetivo de esta investigación es analizar las relaciones internacionales entre países miembros la Comunidad Andina Naciones (CAN) y su efecto en el flujo comercio internacional Ecuador los miembros. Se consideran dos perspectivas. La primera analiza cambio significativo que pudieron tener exportaciones hacia CAN. segunda considera puedan importaciones provienen Para modelar series se un m...

BACKGROUND More patient-specific medical care is expected as more is learned about variations in patient responses to medical treatments. Analytical tools enable insights by linking treatment responses from different types of studies, such as randomized controlled trials (RCTs) and observational studies. Given the importance of evidence from both types of studies, our goal was to integrate thes...

The RobotMODIC project run by the Universities of Essex and Sheffield investigates ways of quantitative description and accurate, transparent modelling of robot-environment interaction. Transparent, analysable models allow the evaluation of robot controllers with regard to issues such as stability, relevance of individual sensor perceptions for the control task at hand, and quantitative compari...

A new control algorithm has been developed for linear stochastic ARMAX systems subjected to arbitrary random inputs. The purpose is to make the shape of the output probability density function (PDF) to be as close as possible to a target PDF. A feedback control function is formulated to re-configure the open-loop linear system into a non-linear closed-loop system, where the vector of control pa...

This paper deals with the weighted minimum-variance self-tuning regulation of stochastic time-varying systems, which can be described by linear input-output mathematical models. We consider the input-output ARMAX mathematical models with unknown time-varying parameters. The recursive extended least squares RELS algorithm, which can be applied to the stochastic time-varying systems, is presented...