Convergence of the auxiliary model-based multi-innovation generalized extended stochastic gradient algorithm for Box-Jenkins systems (Q327476)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Convergence of the auxiliary model-based multi-innovation generalized extended stochastic gradient algorithm for Box-Jenkins systems
scientific article

    Statements

    Convergence of the auxiliary model-based multi-innovation generalized extended stochastic gradient algorithm for Box-Jenkins systems (English)
    0 references
    0 references
    0 references
    19 October 2016
    0 references
    parameter estimation
    0 references
    recursive identification
    0 references
    gradient search
    0 references
    Box-Jenkins system
    0 references
    performance analysis
    0 references
    0 references
    0 references

    Identifiers