The residual based interactive least squares algorithms and simulation studies

✍ Scribed by Yongsong Xiao; Yong Zhang; Jie Ding; Jiyang Dai

• Book ID: 104008484
• Publisher: Elsevier Science
• Year: 2009
• Tongue: English
• Weight: 594 KB
• Volume: 58
• Category: Article
• ISSN: 0898-1221
• DOI: 10.1016/j.camwa.2009.02.037

✦ Synopsis

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.