Maximum likelihood stochastic gradient estimation for Hammerstein systems with colored noise based on the key term separation technique

DOI10.1016/j.camwa.2011.09.067zbMath1236.93150OpenAlexW2027040265MaRDI QIDQ2429064

Junhong Li, Feng Ding

Publication date: 22 April 2012

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

Full work available at URL: https://doi.org/10.1016/j.camwa.2011.09.067

zbMATH Keywords

parameter estimationmaximum likelihoodHammerstein modelsstochastic gradientkey term separation technique

Mathematics Subject Classification ID

Point estimation (62F10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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