The residual based interactive stochastic gradient algorithms for controlled moving average models

DOI10.1016/j.amc.2009.01.069zbMath1162.93037OpenAlexW2093592683MaRDI QIDQ1021670

Xianfang Wang, Li Xie, Ling Yun Wang

Publication date: 9 June 2009

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2009.01.069

zbMATH Keywords

recursive identificationparameter estimationconvergence propertiesstochastic gradientcontrolled moving average (CMA) models

Mathematics Subject Classification ID

Related Items (26)

Maximum likelihood parameter estimation algorithm for controlled autoregressive autoregressive models ⋮ A multi-innovation generalized extended stochastic gradient algorithm for output nonlinear autoregressive moving average systems ⋮ Convergence of the auxiliary model-based multi-innovation generalized extended stochastic gradient algorithm for Box-Jenkins systems ⋮ Hierarchical least squares algorithms for single-input multiple-output systems based on the auxiliary model ⋮ Two-stage recursive least squares parameter estimation algorithm for output error models ⋮ Several gradient parameter estimation algorithms for dual-rate sampled systems ⋮ Performance analysis of the AM-SG parameter estimation for multivariable systems ⋮ Iterative algorithms for the minimum-norm solution and the least-squares solution of the linear matrix equations \(A_1XB_1 + C_1X^TD_1 = M_1, A_2XB_2 + C_2 X^TD_2 = M_2\) ⋮ Computation of matrix exponentials of special matrices ⋮ Two-stage least squares based iterative identification algorithm for controlled autoregressive moving average (CARMA) systems ⋮ Some properties of the full matrices ⋮ Maximum likelihood gradient-based iterative estimation algorithm for a class of input nonlinear controlled autoregressive ARMA systems ⋮ Performance analysis of the auxiliary model-based least-squares identification algorithm for one-step state-delay systems ⋮ Hierarchical estimation algorithms for multivariable systems using measurement information ⋮ Consistency of the extended gradient identification algorithm for multi-input multi-output systems with moving average noises ⋮ Parameter and state estimation algorithm for single-input single-output linear systems using the canonical state space models ⋮ Positive operator based iterative algorithms for solving Lyapunov equations for Itô stochastic systems with Markovian jumps ⋮ Iterative algorithms for solving a class of complex conjugate and transpose matrix equations ⋮ An efficient adaptive analysis procedure for node-based smoothed point interpolation method (NS-PIM) ⋮ An iterative least squares estimation algorithm for controlled moving average systems based on matrix decomposition ⋮ Convergence Analysis of Weighted Stochastic Gradient Identification Algorithms Based on Latest‐Estimation for ARX Models ⋮ Filtering based multi-innovation extended stochastic gradient algorithm for Hammerstein nonlinear system modeling ⋮ Three-stage recursive least squares parameter estimation for controlled autoregressive autoregressive systems ⋮ Two iterative algorithms for the reflexive and Hermitian reflexive solutions of the generalized Sylvester matrix equation ⋮ Multi-innovation stochastic gradient algorithm for multiple-input single-output systems using the auxiliary model ⋮ Modified stochastic gradient identification algorithms with fast convergence rates

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