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Original Articles

On the decoupling of system and noise model parameter estimation in time-series analysis

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Pages 423-431 | Received 20 Mar 1981, Published online: 12 Mar 2007
 

Abstract

The paper demonstrates that the procedure for decoupling of system and noise model parameter estimation used in the refined IVAML method of time-series analysis for the transfer function (TF) model has relevance to the estimation of other time-series model forms, including the popular ARMAX model.

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