New gradient based identification methods for multivariate pseudo-linear systems using the multi-innovation and the data filtering (Q508358): Difference between revisions
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Property / Mathematics Subject Classification ID: 93E10 / rank | |||
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Property / Mathematics Subject Classification ID: 90C15 / rank | |||
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Property / zbMATH DE Number: 6683411 / rank | |||
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parameter identification | |||
Property / zbMATH Keywords: parameter identification / rank | |||
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multivariate pseudo-linear autoregressive systems | |||
Property / zbMATH Keywords: multivariate pseudo-linear autoregressive systems / rank | |||
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multivariate generalized stochastic gradient (M-GSG) algorithm | |||
Property / zbMATH Keywords: multivariate generalized stochastic gradient (M-GSG) algorithm / rank | |||
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parameter estimation accuracy | |||
Property / zbMATH Keywords: parameter estimation accuracy / rank | |||
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multivariate multi-innovation generalized stochastic gradient (M-MI-GSG) algorithm | |||
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filtering-based multivariate generalized stochastic gradient (F-M-GSG) algorithm | |||
Property / zbMATH Keywords: filtering-based multivariate generalized stochastic gradient (F-M-GSG) algorithm / rank | |||
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Revision as of 02:09, 1 July 2023
scientific article
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English | New gradient based identification methods for multivariate pseudo-linear systems using the multi-innovation and the data filtering |
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Statements
New gradient based identification methods for multivariate pseudo-linear systems using the multi-innovation and the data filtering (English)
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10 February 2017
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parameter identification
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multivariate pseudo-linear autoregressive systems
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multivariate generalized stochastic gradient (M-GSG) algorithm
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parameter estimation accuracy
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multivariate multi-innovation generalized stochastic gradient (M-MI-GSG) algorithm
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filtering-based multivariate generalized stochastic gradient (F-M-GSG) algorithm
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