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Decomposition-based maximum likelihood gradient iterative algorithm for multivariate systems with colored noise - MaRDI portal

Decomposition-based maximum likelihood gradient iterative algorithm for multivariate systems with colored noise (Q6577238)

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scientific article; zbMATH DE number 7885566
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English
Decomposition-based maximum likelihood gradient iterative algorithm for multivariate systems with colored noise
scientific article; zbMATH DE number 7885566

    Statements

    Decomposition-based maximum likelihood gradient iterative algorithm for multivariate systems with colored noise (English)
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    23 July 2024
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    iterative identification
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    maximum likelihood
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    model decomposition
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    multivariate system
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    negative gradient search
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