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Maximum likelihood least squares identification method for input nonlinear finite impulse response moving average systems. (English) Zbl 1255.93147

Summary: According to the maximum likelihood principle, a maximum likelihood least squares identification method is presented for input nonlinear finite impulse response moving average (IN-FIR-MA) systems (e.g., Hammerstein FIR-MA systems). The simulation results indicate that the proposed algorithm is effective.

MSC:

93E12 Identification in stochastic control theory
62F10 Point estimation
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