Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
473092 | Computers & Mathematics with Applications | 2009 | 8 Pages |
Abstract
This paper presents a two-stage least squares based iterative algorithm, a residual based interactive least squares algorithm and a residual based recursive least squares algorithm for identifying controlled autoregressive moving average (C-ARMA) models. The simulation studies indicate that the proposed algorithms can effectively estimate the parameters of the C-ARMA models.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Yongsong Xiao, Yong Zhang, Jie Ding, Jiyang Dai,