Decomposition based iterative estimation algorithm for autoregressive moving average models

Chinese Control Conference, CCC

Volumn , Issue , 2012, Pages 1932-1937

  Hu, Huiyi ^a   Ding, Ruifeng ^a  

^a JIANGNAN UNIVERSITY   (China)

Author keywords

ARMA model; Iterative method; Least squares; Parameter estimation

Indexed keywords

ARMA MODEL; AUTO-REGRESSIVE MOVING AVERAGE MODEL; BLOCK MATRICES; DATA MATRICES; ITERATIVE ESTIMATION; ITERATIVE LEAST SQUARES; LEAST SQUARE; MATRIX DECOMPOSITION;

ALGORITHMS; MATRIX ALGEBRA; PARAMETER ESTIMATION;

ITERATIVE METHODS;

EID: 84873542913     PISSN: 19341768     EISSN: 21612927     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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