Decomposition-based gradient estimation algorithms for multivariate equation-error autoregressive systems using the multi-innovation theory (Q2003302)
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English | Decomposition-based gradient estimation algorithms for multivariate equation-error autoregressive systems using the multi-innovation theory |
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Decomposition-based gradient estimation algorithms for multivariate equation-error autoregressive systems using the multi-innovation theory (English)
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16 July 2019
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parameter estimation
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gradient search
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multi-innovation
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decomposition technique
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multivariate system
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