Support Recovery and Parameter Identification of Multivariate ARMA Systems with Exogenous Inputs (Q6107866)
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scientific article; zbMATH DE number 7704046
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Support Recovery and Parameter Identification of Multivariate ARMA Systems with Exogenous Inputs |
scientific article; zbMATH DE number 7704046 |
Statements
Support Recovery and Parameter Identification of Multivariate ARMA Systems with Exogenous Inputs (English)
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28 June 2023
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ARMAX system
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sparse identification
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support recovery
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parameter estimation
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strong consistency
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