The data filtering based generalized stochastic gradient parameter estimation algorithms for multivariate output-error autoregressive systems using the auxiliary model (Q784691)

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The data filtering based generalized stochastic gradient parameter estimation algorithms for multivariate output-error autoregressive systems using the auxiliary model
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    The data filtering based generalized stochastic gradient parameter estimation algorithms for multivariate output-error autoregressive systems using the auxiliary model (English)
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    3 August 2020
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    parameter estimation
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    filtering technique
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    multi-innovation identification
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    multivariate system
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    auxiliary model
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