A stochastic gradient-based two-step sparse identification algorithm for multivariate ARX systems
Yanxin Fu
Wenxiao Zhao
Keywords:ARX systemStochastic gradient algorithmSparse identificationSupport recoveryParameter estimationStrong consistency
Publication Date:2024-05-05
Online Publishing Date:2025-08-15(First online date of this platform, not the publication date of the document)
Pages:9( 213-221 )
