Hierarchical multi-innovation stochastic gradient identification algorithm for estimating a bilinear state-space model with moving average noise
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Publication:2087500
DOI10.1016/j.cam.2022.114794zbMath1503.93046OpenAlexW4293722677WikidataQ114201629 ScholiaQ114201629MaRDI QIDQ2087500
Publication date: 21 October 2022
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2022.114794
Filtering in stochastic control theory (93E11) Markov processes: estimation; hidden Markov models (62M05) Estimation and detection in stochastic control theory (93E10) Data smoothing in stochastic control theory (93E14) Identification in stochastic control theory (93E12)
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