Based on the iterative leastsquaresprinciple, two least-squares-iterative algorithms are developed for CARMA models and output error models.
基于迭代最小二乘原理,提出了辨识CARMA模型和输出误差模型参数的最小迭代算法。
2
A new computational formula of fiducial probability in consideration of sample size and subsample standard deviation is derived from the leastsquaresprinciple.
Evidently, owing to the application of Venedikov's filter based on the leastsquaresprinciple, the accuracy obtained by this method is better than that by Pertsev's.