A stochastic gradient-based two-step sparse identification algorithm for multivariate ARX systems (Q6631019)

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scientific article; zbMATH DE number 7937159
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    A stochastic gradient-based two-step sparse identification algorithm for multivariate ARX systems
    scientific article; zbMATH DE number 7937159

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      A stochastic gradient-based two-step sparse identification algorithm for multivariate ARX systems (English)
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      31 October 2024
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      ARX system
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      stochastic gradient algorithm
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      sparse identification
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      support recovery
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      parameter estimation
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      strong consistency
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