Convergence of the auxiliary model-based multi-innovation generalized extended stochastic gradient algorithm for Box–Jenkins systems
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Title
Convergence of the auxiliary model-based multi-innovation generalized extended stochastic gradient algorithm for Box–Jenkins systems
Authors
Keywords
Parameter estimation, Recursive identification, Gradient search, Box–Jenkins system, Performance analysis
Journal
NONLINEAR DYNAMICS
Volume 82, Issue 1-2, Pages 269-280
Publisher
Springer Nature
Online
2015-06-03
DOI
10.1007/s11071-015-2155-5
References
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