Gradient-based iterative parameter estimation for Box-Jenkins systems

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

zbMATH Keywords

parameter estimationiterative algorithmssignal processingstochastic gradientbox-jenkins modelsrecursive dentification

Mathematics Subject Classification ID

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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