Project supported by the National Natural Science Foundation of China(No.60973043);the Natural Science Foundation of Jiangsu Province,China(No.BK20131109)
Based on the work in Ding and Ding(2008),we develop a modifed stochastic gradient(SG)parameter estimation algorithm for a dual-rate Box-Jenkins model by using an auxiliary model.We simplify the complex dual-rate Box-J...