The data filtering based generalized stochastic gradient parameter estimation algorithms for multivariate output-error autoregressive systems using the auxiliary model

DOI10.1007/S11045-017-0529-1zbMath1458.93245OpenAlexW2766443968MaRDI QIDQ784691

Qinyao Liu, Feng Ding

Publication date: 3 August 2020

Published in: Multidimensional Systems and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11045-017-0529-1

zbMATH Keywords

parameter estimationfiltering techniqueauxiliary modelmultivariate systemmulti-innovation identification

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10)

Related Items (3)

Collaborative linear dynamical system identification by scarce relevant/irrelevant observations ⋮ Iterative identification for multivariable systems with time-delays based on basis pursuit de-noising and auxiliary model ⋮ The filtering based auxiliary model generalized extended stochastic gradient identification for a multivariate output-error system with autoregressive moving average noise using the multi-innovation theory

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