. . "International Journal of Adaptive Control and Signal Processing" . "He, L." . . "The paper concerns Bayesian estimation and prediction in the presence of colored noise. It introduces a novel model called ARMMAX, a finite mixture with its ARMAX components having a common ARX part. A modified recursive Quasi-Bayes algorithm is proposed for its estimation, based on a classical solution that allows the MA part to be even at the stability boundary. An off-line use of the mixture offers the possibility to estimate C-parameters of an ARMAX model in a novel way."@en . "Estimation and prediction with ARMMAX model: a mixture of ARMAX models with common ARX part." . . . "0890-6327" . . "GB - Spojen\u00E9 kr\u00E1lovstv\u00ED Velk\u00E9 Brit\u00E1nie a Severn\u00EDho Irska" . . "Estimation and prediction with ARMMAX model: a mixture of ARMAX models with common ARX part."@en . . . "1"^^ . "4" . "0"^^ . . . "2"^^ . "0"^^ . "Estimation and prediction with ARMMAX model: a mixture of ARMAX models with common ARX part."@en . "Estimation and prediction with ARMMAX model: a mixture of ARMAX models with common ARX part." . "K\u00E1rn\u00FD, Miroslav" . "The paper concerns Bayesian estimation and prediction in the presence of colored noise. It introduces a novel model called ARMMAX, a finite mixture with its ARMAX components having a common ARX part. A modified recursive Quasi-Bayes algorithm is proposed for its estimation, based on a classical solution that allows the MA part to be even at the stability boundary. An off-line use of the mixture offers the possibility to estimate C-parameters of an ARMAX model in a novel way." . "P(IBS1075102), Z(AV0Z1075907)" . . . "19"^^ . . "265;283" . "17" . . . "606205" . "RIV/67985556:_____/03:16030057!RIV/2004/AV0/A16004/N" . "[0354AE17559F]" . "Bayesian estimation; ARMAX model; finite mixtures"@en . "RIV/67985556:_____/03:16030057" . .