A recursive least squares algorithm for pseudo-linear ARMA systems using the auxiliary model and the filtering technique (Q318271): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 93E24 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 93E11 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 93C10 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 93-04 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6632675 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
data filtering | |||
| Property / zbMATH Keywords: data filtering / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
parameter estimation | |||
| Property / zbMATH Keywords: parameter estimation / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
least squares | |||
| Property / zbMATH Keywords: least squares / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
auxiliary model | |||
| Property / zbMATH Keywords: auxiliary model / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
pseudo-linear system | |||
| Property / zbMATH Keywords: pseudo-linear system / rank | |||
Normal rank | |||
Revision as of 02:26, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A recursive least squares algorithm for pseudo-linear ARMA systems using the auxiliary model and the filtering technique |
scientific article |
Statements
A recursive least squares algorithm for pseudo-linear ARMA systems using the auxiliary model and the filtering technique (English)
0 references
4 October 2016
0 references
data filtering
0 references
parameter estimation
0 references
least squares
0 references
auxiliary model
0 references
pseudo-linear system
0 references
