Data filtering-based recursive identification for an exponential autoregressive moving average model by using the multi-innovation theory (Q6609011)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Data filtering-based recursive identification for an exponential autoregressive moving average model by using the multi-innovation theory |
scientific article; zbMATH DE number 7916952
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Data filtering-based recursive identification for an exponential autoregressive moving average model by using the multi-innovation theory |
scientific article; zbMATH DE number 7916952 |
Statements
Data filtering-based recursive identification for an exponential autoregressive moving average model by using the multi-innovation theory (English)
0 references
20 September 2024
0 references
recursive estimation
0 references
gradient methods
0 references
filtering theory
0 references
autoregressive processes
0 references
data filtering-based recursive identification
0 references
average noise
0 references
nonlinear exponential autoregressive model
0 references
ExpARMA model
0 references
linear filter
0 references
coloured noise model
0 references
multiinnovation identification theory
0 references
filtering-based multiinnovation extended stochastic gradient algorithm
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
