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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New gradient based identification methods for multivariate pseudo-linear systems using the multi-innovation and the data filtering
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    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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