Convergence of multi-innovation ESG parameter estimation algorithms for CARMA models

Xi Tong Gong Cheng Yu Dian Zi Ji Shu/Systems Engineering and Electronics

Volumn 31, Issue 6, 2009, Pages 1446-1449

  Yu, Li ^a   Liu, Yan Jun ^a   Ding, Feng ^a  

^a JIANGNAN UNIVERSITY   (China)

Author keywords

Convergence property; Martingale convergence theorem; Multi innovation identification; Parameter estimation; Stochastic gradient

Indexed keywords

BASIC IDEA; CONVERGENCE PROPERTIES; CONVERGENCE PROPERTY; INFORMATION VECTOR; MARTINGALE CONVERGENCE THEOREM; MULTI-INNOVATION IDENTIFICATION; NOISE TERMS; PARAMETER ESTIMATION ALGORITHM; SIMULATION EXAMPLE; STOCHASTIC GRADIENT; STOCHASTIC GRADIENT ALGORITHMS;

ALGORITHMS; COMMUNICATION CHANNELS (INFORMATION THEORY); METAL ANALYSIS; PARAMETER ESTIMATION;

CONVERGENCE OF NUMERICAL METHODS;

EID: 67650518245     PISSN: 1001506X     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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