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.

The solution to the above question has been provided with a proper explanation. By taking the…

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.

Power System Analysis and Design (MindTap Course List)

6th Edition

ISBN:9781305632134

Author:J. Duncan Glover, Thomas Overbye, Mulukutla S. Sarma

Publisher:J. Duncan Glover, Thomas Overbye, Mulukutla S. Sarma

Chapter6: Power Flows

Section: Chapter Questions

Problem 6.22P

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