Filtered generalized iterative parameter identification for equation-error autoregressive models based on the filtering identification idea

DOI10.1002/acs.3753zbMath1545.93605MaRDI QIDQ6585579

Xingling Shao, Feng Ding, Ling Xu, Yihong Zhou, Huan Xu, Xiao Zhang

Publication date: 12 August 2024

Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

zbMATH Keywords

parameter estimation least squares stochastic system iterative identification gradient search multi-innovation identification filtering identification

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

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