Multi-innovation extended stochastic gradient algorithm and its performance analysis

DOI10.1007/s00034-010-9174-8zbMath1196.94026OpenAlexW2072207316MaRDI QIDQ1959352

Publication date: 6 October 2010

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00034-010-9174-8

zbMATH Keywords

recursive identification parameter estimation performance analysis signal processing stochastic gradient multi-innovation identification

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Software, source code, etc. for problems pertaining to systems and control theory (93-04) Software, source code, etc. for problems pertaining to information and communication theory (94-04)

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