Abstract: In this article, we study the recursive algorithms for a class of separable nonlinear models (SNLMs) in which the parameters can be partitioned into a linear part and a nonlinear part. Such ...

Abstract: For pt.I see ibid., vol.40, no.11, p.2766-74 (Nov. 1992). A recursive algorithm for ARMA (autoregressive moving average) filtering has been developed in a companion paper. These recursions ...