Gradient-based identification methods for Hammerstein nonlinear ARMAX models

DOI10.1007/s11071-005-1850-zzbMath1134.93321MaRDI QIDQ2432376

Feng Ding, Tongwen Chen, Yang Shi

Publication date: 25 October 2006

Published in: Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11071-005-1850-z

zbMATH Keywords

recursive identification; parameter estimation; convergence properties; martingale convergence theorem; Hammerstein models; Wiener models; stochastic gradient

Mathematics Subject Classification ID

93B30: System identification

93C23: Control/observation systems governed by functional-differential equations

93E03: Stochastic systems in control theory (general)

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