Least squares based iterative parameter estimation algorithm for multivariable controlled ARMA system modelling with finite measurement data
From MaRDI portal
Publication:636441
DOI10.1016/j.mcm.2010.12.034zbMath1219.62133MaRDI QIDQ636441
Jie Sheng, Ruifeng Ding, Bo Bao, Yingqin Xu
Publication date: 28 August 2011
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.mcm.2010.12.034
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
93B30: System identification
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