Filtering-Based Parameter Identification Methods for Multivariable Stochastic Systems
This paper presents an adaptive filtering-based maximum likelihood multi-innovation extended stochastic gradient algorithm to identify multivariable equation-error systems with colored noises. The data filtering and model decomposition techniques are used to simplify the structure of the considered...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-12-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/8/12/2254 |