Hierarchical multi-innovation stochastic gradient identification algorithm for estimating a bilinear state-space model with moving average noise
(2022)
Journal Article
This paper considers the combined parameter and state estimation problem of a bilinear state space system with moving average noise. There are product terms of state variables and control variables in bilinear systems, which brings difficulties to pa... Read More about Hierarchical multi-innovation stochastic gradient identification algorithm for estimating a bilinear state-space model with moving average noise.