Multi-innovation gradient estimation algorithms for multivariate equation-error autoregressive moving average systems based on the filtering technique
DOI10.1049/IET-CTA.2018.6132zbMATH Open1544.93786MaRDI QIDQ6598653FDOQ6598653
Feng Ding, Ping Ma, Tasawar Hayat
Publication date: 5 September 2024
Published in: IET Control Theory \& Applications (Search for Journal in Brave)
parameter estimationgradient methodsfiltering theorydata filtering techniqueautoregressive moving average processesmultiinnovation gradient estimation algorithmsmultiinnovation stochastic gradient algorithmmultivariate equation-error autoregressivemultivariate pseudolinear autoregressive moving average systems
Filtering in stochastic control theory (93E11) Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10)
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