Gradient-based iterative parameter estimation for Box-Jenkins systems
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Publication:611450
DOI10.1016/j.camwa.2010.06.001zbMath1201.94046OpenAlexW2113922320MaRDI QIDQ611450
Ruifeng Ding, Guo-Wei Yang, Dong-Qing Wang
Publication date: 14 December 2010
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.camwa.2010.06.001
parameter estimationiterative algorithmssignal processingstochastic gradientbox-jenkins modelsrecursive dentification
Non-Markovian processes: estimation (62M09) Estimation and detection in stochastic control theory (93E10) Detection theory in information and communication theory (94A13) Numerical solution of inverse problems involving ordinary differential equations (65L09)
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