Two-stage least squares based iterative identification algorithm for controlled autoregressive moving average (CARMA) systems
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Publication:453817
DOI10.1016/j.camwa.2011.12.002zbMath1247.93018OpenAlexW2092764921MaRDI QIDQ453817
Publication date: 30 September 2012
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.camwa.2011.12.002
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Orthogonalization in numerical linear algebra (65F25)
Related Items
Two-stage least squares based iterative estimation algorithm for CARARMA system modeling ⋮ Auxiliary model based least squares parameter estimation algorithm for feedback nonlinear systems using the hierarchical identification principle ⋮ Multistage least squares based iterative estimation for feedback nonlinear systems with moving average noises using the hierarchical identification principle ⋮ Data filtering based least squares iterative algorithm for parameter identification of output error autoregressive systems ⋮ Three-stage recursive least squares parameter estimation for controlled autoregressive autoregressive systems ⋮ Signal modeling using the gradient search
Uses Software
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