Table 2:
Numerical results of test data.
Models
Fit to estimation data
FPE
Mean error
MSE
Noise variance
OE
31.42%
31.11
0.0130
30.79
30.9670
ARX
74.76%
4.203
−0.0051
4.169
4.1938
ARMAX
74.89%
4.191
−0.0094
4.127
4.1619
BJ
74.95%
4.154
−0.0253
4.108
4.1251