Filtered generalized iterative parameter identification for equation-error autoregressive models based on the filtering identification idea (Q6585579)

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scientific article; zbMATH DE number 7894958
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Filtered generalized iterative parameter identification for equation-error autoregressive models based on the filtering identification idea
scientific article; zbMATH DE number 7894958

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    Filtered generalized iterative parameter identification for equation-error autoregressive models based on the filtering identification idea (English)
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    12 August 2024
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    filtering identification
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    gradient search
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    iterative identification
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    least squares
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    multi-innovation identification
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    parameter estimation
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    stochastic system
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