Gradient-based iterative identification for Wiener nonlinear dynamic systems with moving average noises (Q1736704): Difference between revisions
From MaRDI portal
Latest revision as of 21:50, 18 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Gradient-based iterative identification for Wiener nonlinear dynamic systems with moving average noises |
scientific article |
Statements
Gradient-based iterative identification for Wiener nonlinear dynamic systems with moving average noises (English)
0 references
26 March 2019
0 references
Summary: This paper focuses on the parameter identification problem for Wiener nonlinear dynamic systems with moving average noises. In order to improve the convergence rate, the gradient-based iterative algorithm is presented by replacing the unmeasurable variables with their corresponding iterative estimates, and to compute iteratively the noise estimates based on the obtained parameter estimates. The simulation results show that the proposed algorithm can effectively estimate the parameters of Wiener systems with moving average noises.
0 references
nonlinear dynamic system
0 references
stochastic gradient
0 references
iterative algorithm
0 references
output error moving average
0 references
parameter estimation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references