Article ID Journal Published Year Pages File Type
1708254 Applied Mathematics Letters 2013 6 Pages PDF
Abstract

The Newton iteration is basic for solving nonlinear optimization problems and studying parameter estimation algorithms. In this letter, a maximum likelihood estimation algorithm is developed for estimating the parameters of Hammerstein nonlinear controlled autoregressive autoregressive moving average (CARARMA) systems by using the Newton iteration. A simulation example is provided to show the effectiveness of the proposed algorithm.

Related Topics
Physical Sciences and Engineering Engineering Computational Mechanics
Authors
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