A homotopy approach to improving PEM identification of ARMAX models
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Publication:5947642
DOI10.1016/S0005-1098(01)00081-4zbMath0983.93009MaRDI QIDQ5947642
Kotaro Hirasawa, Jinglu Hu, Kousuke Kumamaru
Publication date: 10 April 2002
Published in: Automatica (Search for Journal in Brave)
convergenceparameter estimationbiasARMAX modelbias-remedy least mean square equation error algorithmhomotopy continuation methodmultimodality problemprediction error method
System identification (93B30) Least squares and related methods for stochastic control systems (93E24)
Related Items (5)
A wavelet multiscale-adaptive homotopy method for the inverse problem of nonlinear diffusion equation ⋮ Parameter identification in dynamic systems using the homotopy optimization approach ⋮ Reconstruction of a permeability field with the wavelet multiscale-homotopy method for a nonlinear convection-diffusion equation ⋮ A wavelet multiscale-homotopy method for the parameter identification problem of partial differential equations ⋮ An adaptive homotopy method for permeability estimation of a nonlinear diffusion equation
Uses Software
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