Two-stage least squares based iterative estimation algorithm for CARARMA system modeling

DOI10.1016/j.apm.2012.10.014zbMath1438.93228OpenAlexW2076740390MaRDI QIDQ1667765

Peng Zhang

Publication date: 30 August 2018

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2012.10.014

zbMATH Keywords

recursive identificationparameter estimationleast squaresiterative identification

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

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Uses Software

• CARMA

Cites Work

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