Convergence of the auxiliary model-based multi-innovation generalized extended stochastic gradient algorithm for Box-Jenkins systems (Q327476)
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scientific article; zbMATH DE number 6640794
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| English | Convergence of the auxiliary model-based multi-innovation generalized extended stochastic gradient algorithm for Box-Jenkins systems |
scientific article; zbMATH DE number 6640794 |
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Convergence of the auxiliary model-based multi-innovation generalized extended stochastic gradient algorithm for Box-Jenkins systems (English)
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19 October 2016
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parameter estimation
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recursive identification
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gradient search
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Box-Jenkins system
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performance analysis
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0.8680090308189392
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0.844584047794342
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0.8436235785484314
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0.8312512636184692
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0.8235035538673401
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