A recursive least squares algorithm for pseudo-linear ARMA systems using the auxiliary model and the filtering technique (Q318271): Difference between revisions
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Property / Mathematics Subject Classification ID: 93E24 / rank | |||
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Property / Mathematics Subject Classification ID: 93E11 / rank | |||
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Property / Mathematics Subject Classification ID: 93C10 / rank | |||
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Property / Mathematics Subject Classification ID: 93-04 / rank | |||
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Property / zbMATH DE Number: 6632675 / rank | |||
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data filtering | |||
Property / zbMATH Keywords: data filtering / rank | |||
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parameter estimation | |||
Property / zbMATH Keywords: parameter estimation / rank | |||
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least squares | |||
Property / zbMATH Keywords: least squares / rank | |||
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auxiliary model | |||
Property / zbMATH Keywords: auxiliary model / rank | |||
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pseudo-linear system | |||
Property / zbMATH Keywords: pseudo-linear system / rank | |||
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Revision as of 01:26, 28 June 2023
scientific article
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English | A recursive least squares algorithm for pseudo-linear ARMA systems using the auxiliary model and the filtering technique |
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Statements
A recursive least squares algorithm for pseudo-linear ARMA systems using the auxiliary model and the filtering technique (English)
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4 October 2016
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data filtering
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parameter estimation
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least squares
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auxiliary model
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pseudo-linear system
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