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- W2141548071 abstract "This paper proposes and provides initial investigations into new homoropy-based algorithms for solving the nonlinear auto-regressive-moving-average (ARMA) parameter estimation problem. Nonlinear defining equations for the optimal system parameters result in a multi-modal performance suiIiice. Current numerical methods for solving these nonlinear ARMA estimation problems use gradient-based numerical methods, which cannot distinguish between local and global minima, solve related suboptimal problems, or may not converge. Homoropy-based continuation methods are globally-convergent numerical methods from which algorithms for finding the global minimum of these nonlinear ARMA estimation problems can be formed." @default.
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- W2141548071 date "2005-08-25" @default.
- W2141548071 modified "2023-09-26" @default.
- W2141548071 title "Arma Parameter Estimation Using Continuation Methods" @default.
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- W2141548071 doi "https://doi.org/10.1109/acssc.1988.753979" @default.
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