Gradient-Based Parameter Estimation in Pairwise Linear Gaussian System

DOI10.1109/TAC.2016.2579745zbMATH Open1366.93636MaRDI QIDQ5282404FDOQ5282404

Authors:

Publication date: 27 July 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

Cited In (2)

• Multi-innovation gradient estimation algorithms for multivariate equation-error autoregressive moving average systems based on the filtering technique
• Hierarchical Newton and least squares iterative estimation algorithm for dynamic systems by transfer functions based on the impulse responses

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