A simple gradient algorithm for least squares estimation of system parameters

DOI10.1080/00207727608941952MaRDI QIDQ4091799zbMATH OpenOpenAlexFDO

Authors N. U. Ahmed

Publication date 1976

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207727608941952

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10)

Cites work

• On optimal parameter selection

Cited in

(2)

• A direct method for parameter optimization
• On directional derivative methods for solving optimal parameter selection problems

This page was built for publication: A simple gradient algorithm for least squares estimation of system parameters

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4091799)