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- W2803445508 abstract "This paper deals with the problem of identifying ARMAX model using homotopy approach. Because of the MA noise model part, the criterion function for ARMAX model identification is not always unimodal and an optimization-based algorithm has a potential risk to be stuck at a local minimum. A homotopy approach is introduced to solve this problem. The idea is to construct a homotopy connection of the identification based on ARMAX model with the one based on ARX model. Monte Carlo simulations illustrate the effectiveness of the homotopy based method." @default.
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- W2803445508 title "Identification of ARMAX Model Based on Homotopy Approaches" @default.
- W2803445508 doi "https://doi.org/10.5687/sss.1999.87" @default.
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