Gradient-based iterative parameter estimation for Box-Jenkins systems

Computers and Mathematics with Applications

Volumn 60, Issue 5, 2010, Pages 1200-1208

  Wang, Dongqing ^a   Yang, Guowei ^a   Ding, Ruifeng ^b  

^a QINGDAO UNIVERSITY   (China)

^b JIANGNAN UNIVERSITY   (China)

Author keywords

Box Jenkins models; Iterative algorithms; Parameter estimation; Recursive dentification; Signal processing; Stochastic gradient

Indexed keywords

ITERATIVE METHODS; SIGNAL PROCESSING; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

BOX-JENKINS MODELS; DENTIFICATION; INPUT/OUTPUT DATUM; ITERATIVE ALGORITHM; ITERATIVE COMPUTATION; ITERATIVE IDENTIFICATION; ITERATIVE PARAMETER ESTIMATION; STOCHASTIC GRADIENT;

PARAMETER ESTIMATION;

EID: 77957294731     PISSN: 08981221     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.camwa.2010.06.001     Document Type: Article

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