Model equivalence-based identification algorithm for equation-error systems with colored noise
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Publication:1736655
DOI10.3390/a8020280zbMath1461.93495OpenAlexW1519182555MaRDI QIDQ1736655
Publication date: 26 March 2019
Published in: Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3390/a8020280
Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)
Related Items (4)
Parameter estimation in mean reversion processes with deterministic long-term trend ⋮ The model equivalence based parameter estimation methods for Box-Jenkins systems ⋮ Coupled least squares identification algorithms for multivariate output-error systems ⋮ Data filtering based recursive and iterative least squares algorithms for parameter estimation of multi-input output systems
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