A simple gradient algorithm for least squares estimation of system parameters

DOI10.1080/00207727608941952zbMATH Open0326.93028OpenAlexW1989121029MaRDI QIDQ4091799FDOQ4091799

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)

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

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