Hierarchical multi-innovation generalised extended stochastic gradient methods for multivariable equation-error autoregressive moving average systems
DOI10.1049/iet-cta.2019.0731zbMath1544.93105MaRDI QIDQ6598747
Ling Xu, Lijuan Wan, Feng Ding, Jie Sheng, Xian Lu
Publication date: 5 September 2024
Published in: IET Control Theory \& Applications (Search for Journal in Brave)
identificationstochastic processesgradient methodsmodel decompositionautoregressive moving average processesinnovation matricesmultivariable EEARMA modelmultivariable EEARMA systemsmultivariable equation-error autoregressive moving average systemssub-identification modelstwo-stage generalised extended stochastic gradient algorithmtwo-stage GESG algorithmtwo-stage MI-GESG algorithmtwo-stage multiinnovation gradient methodstwo-stage multiple innovation GESG algorithm
System identification (93B30) Multivariable systems, multidimensional control systems (93C35) Hierarchical systems (93A13)
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