Decomposition based least squares iterative identification algorithm for multivariate pseudo-linear ARMA systems using the data filtering

DOI10.1016/j.jfranklin.2016.11.030zbMath1355.93190OpenAlexW2557573689MaRDI QIDQ508335

Feng Ding, Ling Xu, Feifei Wang, Ming-Hu Wu

Publication date: 10 February 2017

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2016.11.030

zbMATH Keywords

data filteringdecomposition-based least squares iterative identification algorithmhierarchical identification modelmultivariate pseudo-linear autoregressive moving average systems

Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

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