Parameter identification of ARX models based on modified momentum gradient descent algorithm
From MaRDI portal
Recommendations
- Modified stochastic gradient identification algorithms with fast convergence rates
- Weighted hierarchical stochastic gradient identification algorithms for ARX models
- Convergence of stochastic gradient estimation algorithm for multivariable ARX-like systems
- Gradient-based parameter estimation for input nonlinear systems with ARMA noises based on the auxiliary model
- Gradient-based identification methods for Hammerstein nonlinear ARMAX models
Cites work
- A back propagation algorithm to estimate the parameters of nonlinear dynamic rational models.
- An enhanced linear Kalman filter (EnLKF) algorithm for parameter estimation of nonlinear rational models
- Combined state and least squares parameter estimation algorithms for dynamic systems
- Conjugate gradient least squares algorithm for solving the generalized coupled Sylvester-conjugate matrix equations
- Convergence time calculation for supertwisting algorithm and application for nonaffine nonlinear systems
- Decomposition based least squares iterative identification algorithm for multivariate pseudo-linear ARMA systems using the data filtering
- Hierarchical Least Squares Identification for Linear SISO Systems With Dual-Rate Sampled-Data
- Hierarchical least squares parameter estimation algorithm for two-input Hammerstein finite impulse response systems
- Hierarchical multi-innovation stochastic gradient algorithm for Hammerstein nonlinear system modeling
- Hierarchical parameter and state estimation for bilinear systems
- Homeomorphism mapping based neural networks for finite time constraint control of a class of nonaffine pure-feedback nonlinear systems
- Lower error bounds for the stochastic gradient descent optimization algorithm: sharp convergence rates for slowly and fast decaying learning rates
- Model recovery for Hammerstein systems using the auxiliary model based orthogonal matching pursuit method
- Model recovery for Hammerstein systems using the hierarchical orthogonal matching pursuit method
- Nonlinear modeling and control approach to magnetic levitation ball system using functional weight RBF network-based state-dependent ARX model
- Novel data filtering based parameter identification for multiple-input multiple-output systems using the auxiliary model
- Partially Coupled Stochastic Gradient Identification Methods for Non-Uniformly Sampled Systems
- Performance analysis of multi-innovation gradient type identification methods
- The filtering‐based maximum likelihood iterative estimation algorithms for a special class of nonlinear systems with autoregressive moving average noise using the hierarchical identification principle
- The innovation algorithms for multivariable state-space models
- Two-stage least squares based iterative estimation algorithm for CARARMA system modeling
Cited in
(7)- An improvement of stochastic gradient descent approach for mean-variance portfolio optimization problem
- Servo turntable adaptive step size momentum projection identification algorithm based on ARX model
- Second-order optimization methods for time-delay autoregressive exogenous models: nature gradient descent method and its two modified methods
- Weighted hierarchical stochastic gradient identification algorithms for ARX models
- Parameter estimation method of ARIMA model based on convex combination conjugate gradient
- Identification of the ARX model with random impulse noise based on forgetting factor multi-error information entropy
- Identification of an ARX model with impulse noise using a variable step size information gradient algorithm based on the kurtosis and minimum Renyi error entropy
This page was built for publication: Parameter identification of ARX models based on modified momentum gradient descent algorithm
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q781781)