Two-stage parameter estimation algorithms for Box–Jenkins systems - Ding, Feng; Duan, Honghong (IET signal processing, 2013)
Keywords: Algorithms; Applied sciences; BJ system decomposition; Box‐Jenkins systems; Computer simulation; Detection, estimation, filtering, equalization, prediction; Estimates; Exact sciences and technology; gradient methods; Information, signal and communications theory; least squares approximations; Least squares method; Mathematical models; Noise; noise model parameter algorithm; parameter estimation; Recursive; recursive estimation; Signal and communications theory; Signal processing; Signal, noise; stochastic processes; system model parameter algorithm; Telecommunications and information theory; two‐stage multiinnovation stochastic gradient method; two‐stage parameter estimation algorithms; two‐stage recursive least‐square identification method; least squares approximations; system model parameter algorithm; signal processing; Box-Jenkins systems; two-stage parameter estimation algorithms; two-stage recursive least-square identification method; noise model parameter algorithm; two-stage multiinnovation stochastic gradient method; BJ system decomposition; recursive estimation; parameter estimation; stochastic processes; gradient methods; Parameter estimation; Innovation; Multistage method; Simulation; Least squares method; Subsystem; Recursive method; Stochastic method; Algorithm; Gradient method