论文信息 - Parameter estimation for stochastic nonlinear rational models

Parameter estimation for stochastic nonlinear rational models

A general orthogonal parameter estimation algorithm is derived to estimate both the structure and the parameters for a wide range of stochastic nonlinear systems which can be described by a nonlinear rational model. Simulation studies are included to demonstrate the performance of the algorithm.

Stephen A. Billings | Quanmin Zhu | S. Billings | Quanmin Zhu

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