Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1708254 | Applied Mathematics Letters | 2013 | 6 Pages |
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
Junhong Li,