Gradient-Based Parameter Estimation in Pairwise Linear Gaussian System

DOI10.1109/TAC.2016.2579745MaRDI QIDQ5282404zbMATH OpenFDO

Authors

Publication date 27 July 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.2016.2579745

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

Cited in

(2)

• Hierarchical Newton and least squares iterative estimation algorithm for dynamic systems by transfer functions based on the impulse responses
• Multi-innovation gradient estimation algorithms for multivariate equation-error autoregressive moving average systems based on the filtering technique

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