Article ID Journal Published Year Pages File Type
473092 Computers & Mathematics with Applications 2009 8 Pages PDF
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
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