Improved least-squares identification for multiple-output non-linear stochastic systems (Q6598862)
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scientific article; zbMATH DE number 7907167
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved least-squares identification for multiple-output non-linear stochastic systems |
scientific article; zbMATH DE number 7907167 |
Statements
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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