Parameter estimation for Hammerstein CARARMA systems based on the Newton iteration

Applied Mathematics Letters

Volumn 26, Issue 1, 2013, Pages 91-96

  Li, Junhong ^a,b  

^a JIANGNAN UNIVERSITY   (China)

^b NANTONG UNIVERSITY   (China)

Author keywords

Hammerstein models; Iterative identification; Maximum likelihood; Newton iteration

Indexed keywords

AUTO-REGRESSIVE; AUTOREGRESSIVE MOVING AVERAGE; HAMMERSTEIN MODEL; ITERATIVE IDENTIFICATION; LIKELIHOOD ESTIMATION; NEWTON ITERATIONS; NON-LINEAR OPTIMIZATION PROBLEMS; PARAMETER ESTIMATION ALGORITHM; SIMULATION EXAMPLE;

MAXIMUM LIKELIHOOD; MAXIMUM LIKELIHOOD ESTIMATION; PARAMETER ESTIMATION;

ALGORITHMS;

EID: 84866035663     PISSN: 08939659     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.aml.2012.03.038     Document Type: Article

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