The residual based interactive least squares algorithms and simulation studies

Authors:
Yongsong Xiao;Yong Zhang;Jie Ding;Jiyang Dai
Affiliations:
School of Communication and Control Engineering, Jiangnan University, Wuxi 214122, PR China;School of Information Engineering, Inner Mongolia University of Science and Technology, Baotou 014010, PR China;School of Communication and Control Engineering, Jiangnan University, Wuxi 214122, PR China;Key Laboratory of Nondestructive Testing (Ministry of Education), Nanchang Hangkong University, Nanchang 330063, PR China
Venue:
Computers & Mathematics with Applications
Year:
2009

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Abstract

This paper presents a two-stage least squares based iterative algorithm, a residual based interactive least squares algorithm and a residual based recursive least squares algorithm for identifying controlled autoregressive moving average (C-ARMA) models. The simulation studies indicate that the proposed algorithms can effectively estimate the parameters of the C-ARMA models.