Filtered multi-innovation-based iterative identification methods for multivariate equation-error ARMA systems (Q6498847)
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scientific article; zbMATH DE number 7844217
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Filtered multi-innovation-based iterative identification methods for multivariate equation-error ARMA systems |
scientific article; zbMATH DE number 7844217 |
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Filtered multi-innovation-based iterative identification methods for multivariate equation-error ARMA systems (English)
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8 May 2024
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filtering technique
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gradient search
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multi-innovation theory
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multivariate system
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parameter estimation
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