Parameter estimation for Hammerstein CARARMA systems based on the Newton iteration (Q1761572)

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Parameter estimation for Hammerstein CARARMA systems based on the Newton iteration
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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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