We want to estimate the parameters of a Box Jenkins structure using the nonlinear optimization (steepest decent) method. Cig) =1+ca++c Dg)=1+dg" ++dA F(g) =1+fatfa Dig y() Big Fi Obtain the nocessary derivatives of ĉolt)/b,. čodt)/a,. čei)/ ôc, in respect to the model's polynomials and input-output signals.

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