Filtered generalized iterative parameter identification for equation-error autoregressive models based on the filtering identification idea (Q6585579)
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scientific article; zbMATH DE number 7894958
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| English | Filtered generalized iterative parameter identification for equation-error autoregressive models based on the filtering identification idea |
scientific article; zbMATH DE number 7894958 |
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Filtered generalized iterative parameter identification for equation-error autoregressive models based on the filtering identification idea (English)
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12 August 2024
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filtering identification
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gradient search
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iterative identification
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least squares
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multi-innovation identification
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parameter estimation
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stochastic system
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0.8592256307601929
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0.8223402500152588
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0.8120203018188477
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0.8021301627159119
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