Performance analysis of the AM-SG parameter estimation for multivariable systems

DOI10.1016/j.amc.2010.12.030zbMath1207.62121OpenAlexW2148704116MaRDI QIDQ628916

Yuwu Liao, Heqiang Han, Ruifeng Ding, Yongsong Xiao, Guanglei Song

Publication date: 8 March 2011

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2010.12.030

zbMATH Keywords

recursive identificationparameter estimationmultivariable systemsconvergence propertiesstochastic gradientauxiliary models

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Inference from stochastic processes (62M99)

Related Items

Maximum likelihood parameter estimation algorithm for controlled autoregressive autoregressive models, Maximum likelihood least squares identification for systems with autoregressive moving average noise, Some properties of the full matrices

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