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scientific article; zbMATH DE number 5584485 - MaRDI portal

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zbMath1174.93720MaRDI QIDQ5320072

Feng Ding, Dong-Qing Wang

Publication date: 22 July 2009

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

recursive identification parameter estimation auxiliary model stochastic gradient multi-innovation identification Box-Jenkins models

Mathematics Subject Classification ID

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

Related Items (2)

Multi-innovation extended stochastic gradient algorithm and its performance analysis ⋮ Auxiliary model based multi-innovation extended stochastic gradient parameter estimation with colored measurement noises

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