Multi-innovation extended stochastic gradient algorithm and its performance analysis
From MaRDI portal
Publication:1959352
DOI10.1007/s00034-010-9174-8zbMath1196.94026MaRDI 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
recursive identification; parameter estimation; performance analysis; signal processing; stochastic gradient; multi-innovation identification
93E10: Estimation and detection in stochastic control theory
94A12: Signal theory (characterization, reconstruction, filtering, etc.)
93-04: Software, source code, etc. for problems pertaining to systems and control theory
94-04: Software, source code, etc. for problems pertaining to information and communication theory
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Cites Work
- Performance analysis of multi-innovation gradient type identification methods
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- Amendments to “Performance Analysis of Estimation Algorithms of Nonstationary ARMA Processes” [Mar 06 1041-1053]
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