Using the nonlinear programming (steepest decent) method, we want to estimate the parameters of anARMAX model whose polynoomials are given in the following.A(q¹)=1+qq¹ + a₂q² + a²q³B(q¹)=b₁q¹C(q¹)=1+c₁q¹ +c₂q²u(t)Assume that we have some parametric observations asB (q¹)U = [u (1),u (2),u (3),u (4),u (5),u (6),u (7),u (8)]Y = [y (1),y (2),y (3),y (4), y (5), y (6), y (7), y (8)C(q-¹)1A(q¹)V(1)Considering whole steps of the mentioed method such as initial selection and updating of the parameters"value (one updating step is required in addition to the initialization step), write all the necessary relations andparameters in respect to the obserations in a parametric and simplified form as possible.

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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(q) = 1+qq¹ + a₂q² + a₂q B(q¹)=b₁q¹ C(q¹)=1+cq¹+c₂q² u(t) Assume that we have some parametric observations as B (q¹) U=[u (1),u (2),u (3),u (4),u (5),u (6),u (7),u (8) Y = [y (1),y (2), y (3), y (4), y (5), y (6), y (7), y (8) C (q-¹) A(q-¹) v(1) y (t) Considering whole steps of the mentioed method such as initial selection and updating of the parameters" value (one updating step is required in addition to the initialization step), write all the necessary relations and parameters in respect to the obserations in a parametric and simplified form as possible.

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(q) = 1+qq¹ + a₂q² + a₂q B(q¹)=b₁q¹ C(q¹)=1+cq¹+c₂q² u(t) Assume that we have some parametric observations as B (q¹) U=[u (1),u (2),u (3),u (4),u (5),u (6),u (7),u (8) Y = [y (1),y (2), y (3), y (4), y (5), y (6), y (7), y (8) C (q-¹) A(q-¹) v(1) y (t) Considering whole steps of the mentioed method such as initial selection and updating of the parameters" value (one updating step is required in addition to the initialization step), write all the necessary relations and parameters in respect to the obserations in a parametric and simplified form as possible.

Introductory Circuit Analysis (13th Edition)

13th Edition

ISBN:9780133923605

Author:Robert L. Boylestad

Publisher:Robert L. Boylestad

Chapter1: Introduction

Section: Chapter Questions

Problem 1P: Visit your local library (at school or home) and describe the extent to which it provides literature...

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