Initial Guess for ARMAX parameters

syerramilli / R-sysid

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Initial Guess for ARMAX parameters #15

Closed syerramilli closed 8 years ago

syerramilli commented 8 years ago

The estimation algorithm is very sensitive to the initial guess. How to come up with an appropriate guess? Or do I have to change the optimization method (from Gauss-Newton)?

syerramilli commented 8 years ago

Works after changing the optimization algorithm to Levenberg-Marquardt