Extended stochastic gradient identification algorithms for Hammerstein-Wiener ARMAX systems

DOI10.1016/j.camwa.2008.07.015zbMath1165.65308OpenAlexW2073114888MaRDI QIDQ2389435

Feng Ding, Dong-Qing Wang

Publication date: 16 July 2009

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2008.07.015

zbMATH Keywords

parameter estimationconvergence propertiesstochastic gradientforgetting factorHammerstein-Wiener systems

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Estimation and detection in stochastic control theory (93E10) Numerical solutions to stochastic differential and integral equations (65C30)

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