New gradient based identification methods for multivariate pseudo-linear systems using the multi-innovation and the data filtering (Q508358)
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scientific article; zbMATH DE number 6683411
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| English | New gradient based identification methods for multivariate pseudo-linear systems using the multi-innovation and the data filtering |
scientific article; zbMATH DE number 6683411 |
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New gradient based identification methods for multivariate pseudo-linear systems using the multi-innovation and the data filtering (English)
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10 February 2017
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parameter identification
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multivariate pseudo-linear autoregressive systems
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multivariate generalized stochastic gradient (M-GSG) algorithm
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parameter estimation accuracy
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multivariate multi-innovation generalized stochastic gradient (M-MI-GSG) algorithm
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filtering-based multivariate generalized stochastic gradient (F-M-GSG) algorithm
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