Question
Given the following discrete state space nonlinear model x(t + 1) = kx (t) + ku(t) y(t + 1) = y(t) + k3x(t) We
Given the following discrete state space nonlinear model x(t + 1) = kx (t) + ku(t) y(t + 1) = y(t) + k3x(t) We are facing the possibility to use a linear regression model or a state space model to estimate its parameters. (a) Choose the most appropriate model and justify your selection. (b) Determine the regression vector (c) Determine the parameter vector
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Applied Regression Analysis And Other Multivariable Methods
Authors: David G. Kleinbaum, Lawrence L. Kupper, Azhar Nizam, Eli S. Rosenberg
5th Edition
1285051084, 978-1285963754, 128596375X, 978-1285051086
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