Filtered auxiliary model recursive generalized extended parameter estimation methods for Box–Jenkins systems by means of the filtering identification idea
Jiangnan University · Qingdao University of Science and Technology · +1 more institution
Abstract
Abstract For equation‐error autoregressive moving average systems, that is, Box–Jenkins systems, this paper presents a filtered auxiliary model generalized extended stochastic gradient identification method, a filtered auxiliary model multi‐innovation generalized extended stochastic gradient identification method, a filtered auxiliary model recursive generalized extended gradient identification method, a filtered auxiliary model multi‐innovation recursive generalized extended gradient identification method, a filtered auxiliary model recursive generalized extended least squares identification method, and a filtered auxiliary model multi‐innovation recursive generalized extended least squares identification…
Citation impact
- FWCI
- 31.28
- Percentile
- 100%
- References
- 109
Authors
4Topics & keywords
- Identification (biology)
- Recursive least squares filter
- Mathematics
- Autoregressive model
- System identification
- Least-squares function approximation
- Autoregressive–moving-average model
- Applied mathematics
- Industry, innovation and infrastructure