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A stochastic gradient-based two-step sparse identification algorithm for multivariate ARX systems - MaRDI portal

A stochastic gradient-based two-step sparse identification algorithm for multivariate ARX systems (Q6631019)

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scientific article; zbMATH DE number 7937159
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English
A stochastic gradient-based two-step sparse identification algorithm for multivariate ARX systems
scientific article; zbMATH DE number 7937159

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    A stochastic gradient-based two-step sparse identification algorithm for multivariate ARX systems (English)
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    31 October 2024
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    ARX system
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    stochastic gradient algorithm
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    sparse identification
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    support recovery
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    parameter estimation
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    strong consistency
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