Filtered multi-innovation-based iterative identification methods for multivariate equation-error ARMA systems (Q6498847)

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scientific article; zbMATH DE number 7844217
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Filtered multi-innovation-based iterative identification methods for multivariate equation-error ARMA systems
scientific article; zbMATH DE number 7844217

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    Filtered multi-innovation-based iterative identification methods for multivariate equation-error ARMA systems (English)
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    8 May 2024
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    filtering technique
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    gradient search
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    multi-innovation theory
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    multivariate system
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    parameter estimation
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