Least squares and stochastic gradient parameter estimation for multivariable nonlinear Box‐Jenkins models based on the auxiliary model and the multi‐innovation identification theory

Least squares and stochastic gradient parameter estimation for multivariable nonlinear Box‐Jenkins models based on the auxiliary model and the multi‐innovation identification theory

Bibliographic Details
Main Authors: Jing, Chen, Feng, Ding
Format: text
Language:eng
Published: Emerald 2012
Subjects:
Programming and algorithm theory,Time series analysis,Recursive identification,Parameter estimation,Stochastic gradient,Auxiliary model,Box‐Jenkins systems,Multivariable system

Similar Items