A recursive least squares algorithm for pseudo-linear ARMA systems using the auxiliary model and the filtering technique (Q318271)
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scientific article; zbMATH DE number 6632675
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| English | A recursive least squares algorithm for pseudo-linear ARMA systems using the auxiliary model and the filtering technique |
scientific article; zbMATH DE number 6632675 |
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A recursive least squares algorithm for pseudo-linear ARMA systems using the auxiliary model and the filtering technique (English)
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4 October 2016
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data filtering
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parameter estimation
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least squares
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auxiliary model
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pseudo-linear system
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0.938169538974762
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0.884280264377594
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0.8633160591125488
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0.8250679969787598
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