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

Dmitriy Ivanov, Zaineb Yakoub

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Source: Crossref

Published: Jan 26, 2023

DOI: 10.3390/math11030607

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Source 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.

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Overview of Identification Methods of Autoregressive Model in Presence of Additive Noise — Mathematical Frontier Network