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

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)

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Cites Work

• scientific article; zbMATH DE number 4066707 (Why is no real title available?)
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Cited In (11)

• 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
• Multi-innovation identification methods for output-error systems
• Parameter tracking of time-varying Hammerstein-Wiener systems
• The filtering based auxiliary model generalized extended stochastic gradient identification for a multivariate output-error system with autoregressive moving average noise using the multi-innovation theory
• The data filtering based generalized stochastic gradient parameter estimation algorithms for multivariate output-error autoregressive systems using the auxiliary model
• 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
• Two improved generalized extended stochastic gradient algorithms for CARARMA systems

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