The data filtering based generalized stochastic gradient parameter estimation algorithms for multivariate output-error autoregressive systems using the auxiliary model (Q784691)
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scientific article; zbMATH DE number 7226971
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The data filtering based generalized stochastic gradient parameter estimation algorithms for multivariate output-error autoregressive systems using the auxiliary model |
scientific article; zbMATH DE number 7226971 |
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The data filtering based generalized stochastic gradient parameter estimation algorithms for multivariate output-error autoregressive systems using the auxiliary model (English)
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3 August 2020
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parameter estimation
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filtering technique
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multi-innovation identification
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multivariate system
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auxiliary model
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