Performance analysis of the AM-SG parameter estimation for multivariable systems
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Publication:628916
DOI10.1016/j.amc.2010.12.030zbMath1207.62121OpenAlexW2148704116MaRDI QIDQ628916
Yuwu Liao, Heqiang Han, Ruifeng Ding, Yongsong Xiao, Guanglei Song
Publication date: 8 March 2011
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2010.12.030
recursive identificationparameter estimationmultivariable systemsconvergence propertiesstochastic gradientauxiliary models
Estimation in multivariate analysis (62H12) Point estimation (62F10) Inference from stochastic processes (62M99)
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Maximum likelihood parameter estimation algorithm for controlled autoregressive autoregressive models, Maximum likelihood least squares identification for systems with autoregressive moving average noise, Some properties of the full matrices
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