User`s guide

Commands for Recursive Estimation
Commands for Linea r Recursive Estimation (Continued)
Command
Description
rpem
Estimate param eters of multiple-input
and single-output ARMAX/ARMA,
Box-Jenkins, or Output-Error models
using the general recursive prediction-error
algorithm for estimating the parameter
gradient.
Note Unlike pe m, rpem does not support
state-space models.
rplr
Use as an alternative to rpe m to estimate
parameters of multiple-input and
single-output systems when you want
to use recursive pseudolinear reg ression
method.
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