Data filtering based least squares iterative algorithm for parameter identification of output error autoregressive systems
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Publication:2015157
DOI10.1016/j.ipl.2014.05.007zbMath1371.93206OpenAlexW2010002257MaRDI QIDQ2015157
Wenge Zhang, Huibo Chen, Feng Ding
Publication date: 23 June 2014
Published in: Information Processing Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ipl.2014.05.007
Inference from stochastic processes and prediction (62M20) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)
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