Hierarchical multi-innovation generalised extended stochastic gradient methods for multivariable equation-error autoregressive moving average systems
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Publication:6598747
identificationstochastic processesgradient methodsmodel decompositionautoregressive moving average processesinnovation matricesmultivariable EEARMA modelmultivariable EEARMA systemsmultivariable equation-error autoregressive moving average systemssub-identification modelstwo-stage generalised extended stochastic gradient algorithmtwo-stage GESG algorithmtwo-stage MI-GESG algorithmtwo-stage multiinnovation gradient methodstwo-stage multiple innovation GESG algorithm
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Cited in
(7)- Distributed identification based partially-coupled recursive generalized extended least squares algorithm for multivariate input-output-error systems with colored noises from observation data
- Decomposition-based maximum likelihood gradient iterative algorithm for multivariate systems with colored noise
- Multiple-model state-space system identification with time delay using the EM algorithm
- Auxiliary model maximum likelihood gradient-based iterative identification for feedback nonlinear systems
- Filtered multi-innovation-based iterative identification methods for multivariate equation-error ARMA systems
- Sliding window iterative identification for nonlinear closed-loop systems based on the maximum likelihood principle
- A filtering-based recursive extended least squares algorithm and its convergence for finite impulse response moving average systems
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