An auxiliary model-based stochastic gradient algorithm for multivariable output error systems

DOI10.3724/SP.J.1004.2010.00993zbMATH Open1240.93341MaRDI QIDQ3014239FDOQ3014239

Authors: Feng Ding, Xiaoping Liu 

Publication date: 19 July 2011

Published in: Acta Automatica Sinica (Search for Journal in Brave)

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zbMATH Keywords

parameter estimationstochastic gradientmultivariable systemsrecursive identification

Mathematics Subject Classification ID

Multivariable systems, multidimensional control systems (93C35) Identification in stochastic control theory (93E12)

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• Least squares parameter estimation and multi-innovation least squares methods for linear fitting problems from noisy data
• Performance analysis of the AM-SG parameter estimation for multivariable systems
• Two-stage multi-innovation stochastic gradient algorithm for multivariate output-error ARMA systems based on the auxiliary model
• Title not available (Why is that?)
• The residual based interactive stochastic gradient algorithms for controlled moving average models
• Separable synthesis gradient estimation methods and convergence analysis for multivariable systems
• Momentum‐innovation recursive least squares identification algorithm for a servo turntable system based on the output error model
• Auxiliary model multiinnovation stochastic gradient parameter estimation methods for nonlinear sandwich systems
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