Convergence of the auxiliary model-based multi-innovation generalized extended stochastic gradient algorithm for Box-Jenkins systems (Q327476): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 02:30, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of the auxiliary model-based multi-innovation generalized extended stochastic gradient algorithm for Box-Jenkins systems |
scientific article |
Statements
Convergence of the auxiliary model-based multi-innovation generalized extended stochastic gradient algorithm for Box-Jenkins systems (English)
0 references
19 October 2016
0 references
parameter estimation
0 references
recursive identification
0 references
gradient search
0 references
Box-Jenkins system
0 references
performance analysis
0 references
