Parameter estimation for Hammerstein CARARMA systems based on the Newton iteration (Q1761572)
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scientific article; zbMATH DE number 6107002
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| English | Parameter estimation for Hammerstein CARARMA systems based on the Newton iteration |
scientific article; zbMATH DE number 6107002 |
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Parameter estimation for Hammerstein CARARMA systems based on the Newton iteration (English)
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15 November 2012
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iterative identification
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Hammerstein models
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maximum likelihood
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Newton iteration
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nonlinear optimization
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parameter estimation
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algorithm
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Hammerstein nonlinear controlled autoregressive autoregressive moving average systems
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numerical examples
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0.89415973
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0.87957203
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0.8785644
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0.8748451
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0.87274104
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0.8666805
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0.86300945
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