A simple project of reproducing results in the journal in section 4 (part A: multioutput simulation) using GLS and CLS method using MATLAB.
Need in to include cases of:
- arma model with and without noise.
- the statistical and spectral anaylsis of the arma process (or any possible plots which can help on analysis of the model)
- and of cos the standard deviation of the estimates about their mean values.
- a summary of the project analysis (the comparison of the methods... etc)
PS. My copy of the journal is abit larger then the allowable upload file size hence not able to upload it. but if interested mail to my yahoo account (glbtz) ask for it.