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Hierarchical estimation methods based on the penalty term for controlled autoregressive systems with colored noises - MaRDI portal

Hierarchical estimation methods based on the penalty term for controlled autoregressive systems with colored noises (Q6560443)

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scientific article; zbMATH DE number 7869912
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English
Hierarchical estimation methods based on the penalty term for controlled autoregressive systems with colored noises
scientific article; zbMATH DE number 7869912

    Statements

    Hierarchical estimation methods based on the penalty term for controlled autoregressive systems with colored noises (English)
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    23 June 2024
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    colored noises
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    gradient search
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    hierarchical identification
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    parameter estimation
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    penalty term
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