Auxiliary model based multi-innovation extended stochastic gradient parameter estimation with colored measurement noises (Q1032409)

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scientific article; zbMATH DE number 5620489
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    Auxiliary model based multi-innovation extended stochastic gradient parameter estimation with colored measurement noises
    scientific article; zbMATH DE number 5620489

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      Auxiliary model based multi-innovation extended stochastic gradient parameter estimation with colored measurement noises (English)
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      26 October 2009
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      parameter estimation
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      multi-innovation identification theory
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      LMS
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      stochastic gradient
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      output error models
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      output error moving average (OEMA) models
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