A correlation least-squares method for Hammerstein model identification with ARX and μ-Markov structures

A correlation least-squares method for Hammerstein model identification with ARX and μ-Markov structures

10.3182/20110828-6-IT-1002.00492

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Bibliographic Details
Main Authors: Lum, K.-Y., Bernstein, D.S.
Other Authors: TEMASEK LABORATORIES
Format: Conference or Workshop Item
Published: 2014
Subjects:
ARMA models
Least-squares estimation
Markov parameters
Nonlinear models
System identification
Online Access:http://scholarbank.nus.edu.sg/handle/10635/111513
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Institution: National University of Singapore

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http://scholarbank.nus.edu.sg/handle/10635/111513

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