Three‐stage multi‐innovation parameter estimation for an exponential autoregressive time‐series model with moving average noise by using the data filtering technique

DOI10.1002/rnc.5267zbMath1525.93442OpenAlexW3092514448WikidataQ115612031 ScholiaQ115612031MaRDI QIDQ6083768

Erfu Yang, Huan Xu, Feng Ding

Publication date: 31 October 2023

Published in: International Journal of Robust and Nonlinear Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/rnc.5267

zbMATH Keywords

filtering techniquehierarchical identificationmulti-innovation identificationexponential autoregressive model

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

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