Hierarchical gradient based and hierarchical least squares based iterative parameter identification for CARARMA systems ?
This paper presents a two-stage gradient based and a least squares based iterative estimation algorithms for controlled autoregressive ARMA systems. The two-stage least squares based iterative algorithm requires less computation compared with the least squares based iterative algorithm. The two-stage least squares based iterative algorithm converges faster than the two-stage gradient based iterative algorithm.
least squares iterative algorithm parameter estimation two-stage identification hierarchical identification principle