Gradient-based identification methods for Hammerstein nonlinear ARMAX models (Q2432376)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Gradient-based identification methods for Hammerstein nonlinear ARMAX models
scientific article

    Statements

    Gradient-based identification methods for Hammerstein nonlinear ARMAX models (English)
    0 references
    0 references
    0 references
    0 references
    25 October 2006
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    convergence properties
    0 references
    Hammerstein models
    0 references
    martingale convergence theorem
    0 references
    parameter estimation
    0 references
    recursive identification
    0 references
    stochastic gradient
    0 references
    Wiener models
    0 references
    0 references