Two-stage multi-innovation stochastic gradient algorithm for multivariate output-error ARMA systems based on the auxiliary model (Q5025871)
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scientific article; zbMATH DE number 7470097
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| English | Two-stage multi-innovation stochastic gradient algorithm for multivariate output-error ARMA systems based on the auxiliary model |
scientific article; zbMATH DE number 7470097 |
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Two-stage multi-innovation stochastic gradient algorithm for multivariate output-error ARMA systems based on the auxiliary model (English)
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7 February 2022
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decomposition technique
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stochastic gradient
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multi-model collaboration
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parameter estimation
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multivariate system
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0.8972802
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