Multi-innovation extended stochastic gradient algorithm and its performance analysis
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Publication:1959352
multi-innovation identificationparameter estimationperformance analysisrecursive identificationsignal processingstochastic gradient
Software, source code, etc. for problems pertaining to systems and control theory (93-04) Estimation and detection in stochastic control theory (93E10) Software, source code, etc. for problems pertaining to information and communication theory (94-04) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
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Cites work
- Adaptive prediction by least squares predictors in stochastic regression models with applications to time series
- Amendments to “Performance Analysis of Estimation Algorithms of Nonstationary ARMA Processes” [Mar 06 1041-1053]
- Auxiliary model based multi-innovation extended stochastic gradient parameter estimation with colored measurement noises
- Auxiliary models based multi-innovation generalized extended stochastic gradient algorithms
- Convergence of multi-innovation ESG parameter estimation algorithms for CARMA models
- scientific article; zbMATH DE number 4066707 (Why is no real title available?)
- scientific article; zbMATH DE number 1342053 (Why is no real title available?)
- Identification for multirate multi-input systems using the multi-innovation identification theory
- Multi-innovation least squares identification methods based on the auxiliary model for MISO systems
- Parameter estimation of dual-rate stochastic systems by using an output error method
- Performance analysis of multi-innovation gradient type identification methods
- Performance analysis of stochastic gradient algorithms under weak conditions
- Self-tuning control based on multi-innovation stochastic gradient parameter estimation
Cited in
(61)- Multi-step-length gradient iterative algorithm for equation-error type models
- Two identification methods for dual-rate sampled-data nonlinear output-error systems
- Iterative solutions of a set of matrix equations by using the hierarchical identification principle
- Gradient-based iterative identification for Wiener nonlinear dynamic systems with moving average noises
- Least-squares parameter estimation algorithm for a class of input nonlinear systems
- Iterative identification algorithm for Wiener nonlinear systems using the Newton method
- Two-stage recursive least squares parameter estimation algorithm for output error models
- Recursive computational formulas of the least squares criterion functions for scalar system identification
- Identification of continuous-time systems with multiple unknown time delays using an output error method from sampled data
- Parameter identification of systems with preload nonlinearities based on the finite impulse response model and negative gradient search
- Multi-innovation gradient estimation algorithms and convergence analysis for feedback nonlinear equation-error moving average systems
- Quasi gradient-based inversion-free iterative algorithm for solving a class of the nonlinear matrix equations
- Least-squares based and gradient based iterative parameter estimation algorithms for a class of linear-in-parameters multiple-input single-output output error systems
- A least squares identification algorithm for a state space model with multi-state delays
- Gradient-based iterative identification for MISO Wiener nonlinear systems: application to a glutamate fermentation process
- Several gradient-based iterative estimation algorithms for a class of nonlinear systems using the filtering technique
- A multi-innovation recursive least squares algorithm with a forgetting factor for Hammerstein CAR systems with backlash
- Least-squares-based iterative identification algorithm for Wiener nonlinear systems
- Least squares estimation for a class of non-uniformly sampled systems based on the hierarchical identification principle
- Gradient based estimation algorithm for Hammerstein systems with saturation and dead-zone nonlinearities
- Gradient-based parameter estimation for input nonlinear systems with ARMA noises based on the auxiliary model
- Least squares based iterative identification algorithms for input nonlinear controlled autoregressive systems based on the auxiliary model
- Two iterative algorithms for the reflexive and Hermitian reflexive solutions of the generalized Sylvester matrix equation
- Modified stochastic gradient identification algorithms with fast convergence rates
- Maximum likelihood parameter estimation algorithm for controlled autoregressive autoregressive models
- Parameter estimation for nonlinear systems by using the data filtering and the multi-innovation identification theory
- A multi-innovation generalized extended stochastic gradient algorithm for output nonlinear autoregressive moving average systems
- Data filtering-based multi-innovation stochastic gradient algorithm for nonlinear output error autoregressive systems
- Recursive parameter estimation algorithms and convergence for a class of nonlinear systems with colored noise
- Convergence of the auxiliary model-based multi-innovation generalized extended stochastic gradient algorithm for Box-Jenkins systems
- Convergence of multi-innovation ESG parameter estimation algorithms for CARMA models
- Finite iterative algorithms for extended Sylvester-conjugate matrix equations
- Two recursive least squares parameter estimation algorithms for multirate multiple-input systems by using the auxiliary model
- Hierarchical least squares based iterative estimation algorithm for multivariable Box-Jenkins-like systems using the auxiliary model
- Maximum likelihood least squares identification for systems with autoregressive moving average noise
- Two-stage least squares based iterative identification algorithm for controlled autoregressive moving average (CARMA) systems
- Observable state space realizations for multivariable systems
- Recursive least-squares estimation for Hammerstein nonlinear systems with nonuniform sampling
- Stochastic average gradient algorithm for multirate FIR models with varying time delays using self-organizing maps
- Hierarchical estimation algorithms for multivariable systems using measurement information
- Recursive Gauss-Seidel algorithm for direct self-tuning control
- Convergence analysis of weighted stochastic gradient identification algorithms based on latest-estimation for ARX models
- Parameter identification methods for an additive nonlinear system
- Consistency of the extended gradient identification algorithm for multi-input multi-output systems with moving average noises
- Iterative algorithms for solving a class of complex conjugate and transpose matrix equations
- Identification for the second-order systems based on the step response
- Hierarchical gradient based iterative parameter estimation algorithm for multivariable output error moving average systems
- Performance analysis of least squares algorithm for multivariable stochastic systems
- Gradient based and least squares based iterative algorithms for matrix equations \(AXB + CX^{T}D = F\)
- Multi-index antithetic stochastic gradient algorithm
- Performance analysis of the AM-SG parameter estimation for multivariable systems
- Least squares based iterative parameter estimation algorithm for multivariable controlled ARMA system modelling with finite measurement data
- Parameter estimation with scarce measurements
- Least-squares linear estimation of signals from observations with Markovian delays
- Recursive least squares parameter estimation for non-uniformly sampled systems based on the data filtering
- Parameter estimation for nonlinear dynamical adjustment models
- Two improved generalized extended stochastic gradient algorithms for CARARMA systems
- Decomposition-based recursive least squares algorithm for Wiener nonlinear feedback FIR-MA systems using the filtering theory
- Performance analysis of multi-innovation gradient type identification methods
- The residual-based ESG algorithm and its performance analysis
- Convergence of stochastic gradient estimation algorithm for multivariable ARX-like systems
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