Filtered auxiliary model recursive generalized extended parameter estimation methods for Box–Jenkins systems by means of the filtering identification idea (Q6193184)

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scientific article; zbMATH DE number 7804062
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Filtered auxiliary model recursive generalized extended parameter estimation methods for Box–Jenkins systems by means of the filtering identification idea
scientific article; zbMATH DE number 7804062

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    Filtered auxiliary model recursive generalized extended parameter estimation methods for Box–Jenkins systems by means of the filtering identification idea (English)
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    13 February 2024
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    auxiliary model identification
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    filtering identification
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    gradient search
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    multi-innovation identification
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    parameter estimation
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