Data filtering-based recursive identification for an exponential autoregressive moving average model by using the multi-innovation theory
DOI10.1049/IET-CTA.2020.0673zbMATH Open1542.93398MaRDI QIDQ6609011
T. Hayat, Fengying Ma, Ahmed Alsaedi, Huan Xu, Ling Xu, Feng Ding
Publication date: 20 September 2024
Published in: IET Control Theory \& Applications (Search for Journal in Brave)
gradient methodsautoregressive processesrecursive estimationfiltering theorylinear filtermultiinnovation identification theorynonlinear exponential autoregressive modelaverage noiseExpARMA modelcoloured noise modeldata filtering-based recursive identificationfiltering-based multiinnovation extended stochastic gradient algorithm
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