Identification of Hammerstein nonlinear ARMAX systems

DOI10.1016/j.automatica.2005.03.026zbMath1086.93063OpenAlexW2158205913MaRDI QIDQ2576101

Feng Ding, Tongwen Chen

Publication date: 8 December 2005

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2005.03.026

zbMATH Keywords

Parameter estimationHammerstein modelsWiener modelsLeast squaresConvergence propertiesMartingale convergence theoremRecursive identificationStochastic gradient

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

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