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Keywords: Stochastic gradient
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Journal Articles
Journal:
Engineering Computations
Engineering Computations (2012) 29 (8): 907–921.
Published: 09 November 2012
.../approach A multi‐innovation generalized extended least squares (MI‐GELS) and a multi‐innovation generalized ex‐tended stochastic gradient (MI‐GESG) algorithms are developed for multivariable nonlinear Box‐Jenkins systems based on the auxiliary model. The basic idea is to construct an auxiliary model from...
