Maximum Likelihood Multi-innovation Stochastic Gradient Estimation for Multivariate Equation-error Systems
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DOI: 10.1007/s12555-017-0538-8
Abstract: This paper focuses on the parameter estimation problems of multivariate equation-error systems. A multi-innovation generalized extended stochastic gradient algorithm is presented as a comparison. Based on the maximum likelihood principle and the coupling identification concept,… read more here.
Keywords: multi innovation; stochastic gradient; maximum likelihood; multivariate equation ... See more keywords