Two-stage multi-innovation stochastic gradient algorithm for multivariate output-error ARMA systems based on the auxiliary model

DOI10.1080/00207721.2019.1690720zbMATH Open1483.93628OpenAlexW2984564172MaRDI QIDQ5025871FDOQ5025871

Authors: Qinyao Liu, Feng Ding, Quanmin Zhu, Tasawar Hayat 

Publication date: 7 February 2022

Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207721.2019.1690720

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zbMATH Keywords

parameter estimationstochastic gradientmultivariate systemdecomposition techniquemulti-model collaboration

Mathematics Subject Classification ID

Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cites Work

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Cited In (7)

• Gradient-based parameter estimation for input nonlinear systems with ARMA noises based on the auxiliary model
• Multi-innovation stochastic gradient algorithm for multiple-input single-output systems using the auxiliary model
• Performance analysis of the AM-SG parameter estimation for multivariable systems
• An auxiliary model-based stochastic gradient algorithm for multivariable output error systems
• Parameter tracking of time-varying Hammerstein-Wiener systems
• Auxiliary model based multi-innovation extended stochastic gradient parameter estimation with colored measurement noises
• Model transformation based distributed stochastic gradient algorithm for multivariate output-error systems

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