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.


65K10 Numerical optimization and variational techniques
93C10 Nonlinear systems in control theory
93C15 Control/observation systems governed by ordinary differential equations
93B30 System identification
Full Text: DOI