Hierarchical multi-innovation stochastic gradient algorithm for Hammerstein nonlinear system modeling

DOI10.1016/j.apm.2012.04.039zbMath1349.93391MaRDI QIDQ346039

Feng Ding

Publication date: 5 December 2016

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2012.04.039

zbMATH Keywords

recursive identification; parameter estimation; nonlinear system; least squares; stochastic gradient; multi-innovation identification

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62F10: Point estimation

93E12: Identification in stochastic control theory

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