The filtering based auxiliary model generalized extended stochastic gradient identification for a multivariate output-error system with autoregressive moving average noise using the multi-innovation theory

DOI10.1016/j.jfranklin.2020.03.028zbMath1441.93318OpenAlexW3015607552MaRDI QIDQ776143

Lijuan Wan, Yunze Guo, Feng Ding, Feiyan Chen

Publication date: 30 June 2020

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2020.03.028

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Multivariable systems, multidimensional control systems (93C35) Identification in stochastic control theory (93E12)

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