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

Engineering Computations (Swansea, Wales)

Volumn 29, Issue 8, 2012, Pages 907-921

  Chen, Jing ^a,b   Ding, Feng ^a  

^a JIANGNAN UNIVERSITY   (China)

^b Wuxi Professional College of Science and Technology   (China)

Author keywords

Auxiliary model; Box Jenkins systems; Multivariable system; Parameter estimation; Programming and algorithm theory; Recursive identification; Stochastic gradient; Time series analysis

Indexed keywords

AUXILIARY MODELS; BOX-JENKINS; PROGRAMMING AND ALGORITHM THEORY; RECURSIVE IDENTIFICATION; STOCHASTIC GRADIENT;

GELS; MULTIVARIABLE SYSTEMS; PARAMETER ESTIMATION; TIME SERIES ANALYSIS;

ALGORITHMS;

EID: 84868549496     PISSN: 02644401     EISSN: None     Source Type: Journal    
DOI: 10.1108/02644401211271654     Document Type: Article

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