Auxiliary model based recursive generalized least squares identification algorithm for multivariate output-error autoregressive systems using the decomposition technique
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Publication:1797205
DOI10.1016/j.jfranklin.2018.07.043zbMath1398.93347OpenAlexW2887520014MaRDI QIDQ1797205
Yan Wang, Feng Ding, Qinyao Liu, Cheng Wang, Tasawar Hayat
Publication date: 18 October 2018
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2018.07.043
decomposition techniquerecursive least squares identificationmultivariate output-error autoregressive systems
Nonlinear systems in control theory (93C10) Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)
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