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sing the nonlinear programming (steepest decent) method, we want to estimate the parameters of a ARMAX model whose polynoomials are given in the following. A(q) =1+ ag*+a,g +ag B(q*) = b,g* C(q*)=1+cg +c,g y (t) B(q")

sing the nonlinear programming (steepest decent) method, we want to estimate the parameters of a ARMAX model whose polynoomials are given in the following. A(q) =1+ ag*+a,g +ag B(q*) = b,g* C(q*)=1+cg +c,g y (t) B(q")

Computer Networking: A Top-Down Approach (7th Edition)
Computer Networking: A Top-Down Approach (7th Edition)
7th Edition
ISBN:9780133594140
Author:James Kurose, Keith Ross
Publisher:James Kurose, Keith Ross
Chapter1: Computer Networks And The Internet
Section: Chapter Questions
Problem R1RQ: What is the difference between a host and an end system? List several different types of end...
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Using the nonlinear programming (steepest decent) method, we want to estimate the parameters of an ARMAX model whose polynoomials are given in the following. A(g*) =1+ag++ag+ag B(q ) = b,g C(g")=1+cg* +cg* 1 B (g) A g") a) What is the minimum number of the observations? b) Assume that we have some parametric observations as U = [«(1),u(2).(3).u(4).u(5).u(6).u(7).u(8) Y =[y (),y (2), y (3),v (4). y (5).y (6),y (7) y (8) Considering whole steps of the mentioed method such as initial selection and updating of the parameters' value (two updating steps is sufficient without considering the initialization step), write all the necessary relations and parameters in respect to the obserations in a parametric and simplified form as possible.
Transcribed Image Text:Using the nonlinear programming (steepest decent) method, we want to estimate the parameters of an ARMAX model whose polynoomials are given in the following. A(g*) =1+ag++ag+ag B(q ) = b,g C(g")=1+cg* +cg* 1 B (g) A g") a) What is the minimum number of the observations? b) Assume that we have some parametric observations as U = [«(1),u(2).(3).u(4).u(5).u(6).u(7).u(8) Y =[y (),y (2), y (3),v (4). y (5).y (6),y (7) y (8) Considering whole steps of the mentioed method such as initial selection and updating of the parameters' value (two updating steps is sufficient without considering the initialization step), write all the necessary relations and parameters in respect to the obserations in a parametric and simplified form as possible.
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