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Parameter estimation for Hammerstein CARARMA systems based on the Newton iteration. (English) Zbl 1255.65119
Summary: 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.
MSC:
 65K10 Optimization techniques (numerical methods) 93C10 Nonlinear control systems 93C15 Control systems governed by ODE 93B30 System identification