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A multi-innovation generalized extended stochastic gradient algorithm for output nonlinear autoregressive moving average systems - MaRDI portal

A multi-innovation generalized extended stochastic gradient algorithm for output nonlinear autoregressive moving average systems (Q297706)

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scientific article; zbMATH DE number 6594927
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A multi-innovation generalized extended stochastic gradient algorithm for output nonlinear autoregressive moving average systems
scientific article; zbMATH DE number 6594927

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    A multi-innovation generalized extended stochastic gradient algorithm for output nonlinear autoregressive moving average systems (English)
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    17 June 2016
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    parameter estimation
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    recursive identification
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    gradient algorithm
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    nonlinear system
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