Filtered auxiliary model recursive generalized extended parameter estimation methods for Box–Jenkins systems by means of the filtering identification idea - Ding, Feng; Xu, Ling; Zhang, Xiao; Zhou, Yihong (International journal of robust and nonlinear control, 2023)
Keywords: Autoregressive moving average; auxiliary model identification; filtering identification; Filtration; gradient search; Identification methods; Innovations; Least squares; multi‐innovation identification; Parameter estimation; Stochastic systems