Improved least-squares identification for multiple-output non-linear stochastic systems (Q6598862)

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scientific article; zbMATH DE number 7907167
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English
Improved least-squares identification for multiple-output non-linear stochastic systems
scientific article; zbMATH DE number 7907167

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    Improved least-squares identification for multiple-output non-linear stochastic systems (English)
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    5 September 2024
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    maximum likelihood estimation
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    least squares approximations
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    stochastic systems
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    recursive estimation
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    computational complexity
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    linear systems
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    nonlinear systems
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    nonlinear equations
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    identification problems
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    multiple-output nonlinear equation-error moving average systems
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    linear parts
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    key term separation technique
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    model decomposition technique
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    hierarchical identification principle
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    nonlinear part
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    multiple-output nonlinear stochastic systems
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    recursive extended least-squares estimation algorithm
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    maximum likelihood-based estimation algorithm
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    parameter estimation
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    reduced computational complexity
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    improved least-squares identification
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