Nonlinear estimation algorithms are required for obtaining estimates of the parameters of a regression model with innovations having an ARMA structure. The three estimation methods employed by the ...
Experimental data and mathematical models are beginning to take equal billing in systems biology. Experimental observations without a framework in which to link them offer researchers only limited ...
As a follow-on course to "Linear Kalman Filter Deep Dive", this course derives the steps of the extended Kalman filter and the sigma-point Kalman filter for estimating the state of nonlinear dynamic ...
The ESTIMATE statement specifies an ARMA model or transfer function model for the response variable specified in the previous IDENTIFY statement, and produces estimates of its parameters. The ESTIMATE ...