Engineering
8 years ago

New algorithm revolutionizes accurate estimation of complex autoregressive systems!

Applied Mathematical Modelling
Auxiliary model based recursive and iterative least squares algorithm for autoregressive output error autoregressive systems
Qibing Jin, Liting Cao, Ruigeng Yang, Qi Wang, Zhu Wang

Paper Summary

The study focused on a method to estimate parameters in a special type of system called autoregressive output error autoregressive (AR-OEAR) models. By using an auxiliary model, the researchers developed algorithms that can accurately estimate these parameters. The results from simulations showed that these algorithms are effective in estimating the parameters of the AR-OEAR system.

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