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Topic: Least squares estimation of arma
Replies: 1   Last Post: Feb 17, 2013 5:59 AM

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Bruno Luong

Posts: 8,845
Registered: 7/26/08
Re: Least squares estimation of arma
Posted: Feb 17, 2013 5:59 AM
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"Malaka" wrote in message <kfqbsi$iia$1@newscl01ah.mathworks.com>...
> Hello,
>
> Anybody know how to estimate arma parameters using least squares with a constraint that the estimates should be positive?


Not sure what is arma parameters, but for generic non negative least-squares, there are several functions. To start with

http://www.mathworks.com/help/matlab/ref/lsqnonneg.html

% Bruno



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