Multi-innovation stochastic gradient algorithm for multiple-input single-output systems using the auxiliary model

DOI10.1016/j.amc.2009.07.012zbMath1177.65095OpenAlexW2029441975MaRDI QIDQ1036542

Yanjun Liu, Xueliang Zhao, Yongsong Xiao

Publication date: 13 November 2009

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

Full work available at URL: https://doi.org/10.1016/j.amc.2009.07.012

zbMATH Keywords

convergencenumerical exampleparameter estimationmultivariable systemsmulti-innovation identification theorystochastic gradientauxiliary modelsmulti-innovation stochastic gradient algorithmoutput error systems

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10)

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