A homotopy approach to improving PEM identification of ARMAX models

DOI10.1016/S0005-1098(01)00081-4zbMath0983.93009MaRDI QIDQ5947642

Kotaro Hirasawa, Jinglu Hu, Kousuke Kumamaru

Publication date: 10 April 2002

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

convergenceparameter estimationbiasARMAX modelbias-remedy least mean square equation error algorithmhomotopy continuation methodmultimodality problemprediction error method

Mathematics Subject Classification ID

System identification (93B30) Least squares and related methods for stochastic control systems (93E24)

Related Items

A wavelet multiscale-adaptive homotopy method for the inverse problem of nonlinear diffusion equation, Parameter identification in dynamic systems using the homotopy optimization approach, Reconstruction of a permeability field with the wavelet multiscale-homotopy method for a nonlinear convection-diffusion equation, A wavelet multiscale-homotopy method for the parameter identification problem of partial differential equations, An adaptive homotopy method for permeability estimation of a nonlinear diffusion equation

Uses Software

• HOMPACK

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