Convergence of hierarchical stochastic gradient identification for transfer function matrix model

MaRDI QIDQ2783698zbMATH OpenFDO

Authors Feng Ding, Jiaben Yang, Yongmao Xu

Publication date 15 December 2002

Published in Control Theory \& Applications (Search for Journal in Brave)

zbMATH Keywords

identificationmartingale hyperconvergence theoremhierarchical stochastic gradient procedurelinear discrete-time MIMO stochastic systems

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12)

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Cited in

(1)

• Weighted hierarchical stochastic gradient identification algorithms for ARX models

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