Stochastic analysis of gradient adaptive identification of nonlinear systems with memory for Gaussian data and noisy input and output measurements

DOI10.1109/78.747775zbMath0978.93079MaRDI QIDQ2732802

Neil J. Bershad, Patrick Celka, Jean-Marc Vesin

Publication date: 7 February 2002

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/1f8e5b7dbe2ae6ad6fa7926c4c6c262646195acc

zbMATH Keywords

identification; nonlinear filters; Wiener filtering; gradient methods; adaptive estimation; adaptive filters; nonlinear estimation

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

65C05: Monte Carlo methods

93E12: Identification in stochastic control theory

94A12: Signal theory (characterization, reconstruction, filtering, etc.)

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