Inference with cross-lagged effects—Problems in time.

CC Driver - Psychological Methods, 2024 - psycnet.apa.org
The interpretation of cross-effects from vector autoregressive models to infer structure and
causality among constructs is widespread and sometimes problematic. I describe problems …

Parameter and delay estimation of continuous-time models utilizing multiple filtering

H Ha, JS Welsh - 2016 IEEE 55th Conference on Decision and …, 2016 - ieeexplore.ieee.org
This paper presents a new algorithm to estimate the parameters and the time delay of
continuous-time (CT) systems. The proposed algorithm uses the Simplified Refined …

Lasso regularization paths for NARMAX models via coordinate descent

AH Ribeiro, LA Aguirre - 2018 Annual American Control …, 2018 - ieeexplore.ieee.org
We propose a new algorithm for estimating NARMAX models with L_1 regularization for
models represented as a linear combination of basis functions. Due to the L_1-norm penalty …

[PDF][PDF] Theoretical Analysis and Practical Applications of Continuous-time System Identification

S Pan - 2021 - nova.newcastle.edu.au
I hereby certify that the work embodied in this thesis is my own work, conducted under
normal supervision. The thesis contains no material which has been accepted, or is being …

[PDF][PDF] Enhanced Methods for System Identification employing Instrumental Variables, Regularization and Useful Redundancy

HXT Ha - 2016 - nova.newcastle.edu.au
The aim of the research embodied in this thesis is to develop robust algorithms in system
identification, ie propose algorithms that can be used to estimate system parameters in a …