Data filtering based maximum likelihood gradient estimation algorithms for a multivariate equation-error system with ARMA noise

DOI10.1016/j.jfranklin.2020.03.047zbMath1441.93312OpenAlexW3017180977MaRDI QIDQ776148

Haibo Liu, Ahmed Alsaedi, Feng Ding, Lijuan Liu, Tasawar Hayat

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.2020.03.047

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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