Convergence of the auxiliary model-based multi-innovation generalized extended stochastic gradient algorithm for Box-Jenkins systems (Q327476): Difference between revisions
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| Property / Mathematics Subject Classification ID: 93B30 / rank | |||
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| Property / Mathematics Subject Classification ID: 93E12 / rank | |||
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| Property / zbMATH DE Number: 6640794 / rank | |||
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parameter estimation | |||
| Property / zbMATH Keywords: parameter estimation / rank | |||
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recursive identification | |||
| Property / zbMATH Keywords: recursive identification / rank | |||
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gradient search | |||
| Property / zbMATH Keywords: gradient search / rank | |||
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Box-Jenkins system | |||
| Property / zbMATH Keywords: Box-Jenkins system / rank | |||
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performance analysis | |||
| Property / zbMATH Keywords: performance analysis / rank | |||
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Revision as of 03:21, 28 June 2023
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)
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19 October 2016
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parameter estimation
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recursive identification
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gradient search
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Box-Jenkins system
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performance analysis
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