An algorithm for computing estimates for parameters of an ARMA-model from noisy measurements of inputs and outputs

J.M. Vregelaar, ten

    Research output: Book/ReportReportAcademic

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    Abstract

    By applying some iterative algorithm a nonlinear minimization problem is solved in order to obtain estimates for the parameters of an ARMA-model. The algorithm contains a special Q - R decomposition using the structure of the problem in an optimal way.
    Original languageEnglish
    Place of PublicationEindhoven
    PublisherTechnische Universiteit Eindhoven
    Number of pages14
    Publication statusPublished - 1987

    Publication series

    NameMemorandum COSOR
    Volume8713
    ISSN (Print)0926-4493

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