Partially Coupled Stochastic Gradient Estimation for Multivariate Equation-Error Systems

This paper researches the identification problem for the unknown parameters of the multivariate equation-error autoregressive systems. Firstly, the original identification model is decomposed into several sub-identification models according to the number of system outputs. Then, based on the charact...

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Bibliografski detalji

Glavni autori:	Ping Ma, Lei Wang
Format:	Artigo
Jezik:	Inglês
Izdano:	MDPI AG 2022-08-01
Serija:	Mathematics
Teme:	parameter estimation coupling identification stochastic gradient multi-innovation theory multivariate system
Online pristup:	https://www.mdpi.com/2227-7390/10/16/2955
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