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

convergence; parameter estimation; bias; ARMAX model; bias-remedy least mean square equation error algorithm; homotopy continuation method; multimodality problem; prediction error method

Mathematics Subject Classification ID

93B30: System identification

93E24: Least squares and related methods for stochastic control systems

Related Items

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, A wavelet multiscale-adaptive homotopy method for the inverse problem of nonlinear diffusion equation

Uses Software

• HOMPACK

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