Filtered auxiliary model recursive generalized extended parameter estimation methods for Box–Jenkins systems by means of the filtering identification idea

• Published in: International journal of robust and nonlinear control Vol. 33; no. 10; pp. 5510 - 5535
• Main Authors: Ding, Feng, Xu, Ling, Zhang, Xiao, Zhou, Yihong
• Format: Journal Article
• Language: English
• Published: Bognor Regis Wiley Subscription Services, Inc 10.07.2023
• Subjects: Autoregressive moving average; auxiliary model identification; filtering identification; Filtration; gradient search; Identification methods; Innovations; Least squares; multi‐innovation identification; Parameter estimation; Stochastic systems

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 m...