The data filtering based generalized stochastic gradient parameter estimation algorithms for multivariate output-error autoregressive systems using the auxiliary model

DOI10.1007/S11045-017-0529-1zbMATH Open1458.93245OpenAlexW2766443968MaRDI QIDQ784691FDOQ784691

Authors: Qinyao Liu, Feng Ding 

Publication date: 3 August 2020

Published in: Multidimensional Systems and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11045-017-0529-1

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zbMATH Keywords

parameter estimationfiltering techniqueauxiliary modelmultivariate systemmulti-innovation identification

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10)

Cites Work

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Cited In (10)

• Gradient-based parameter estimation for input nonlinear systems with ARMA noises based on the auxiliary model
• Data filtering-based multi-innovation stochastic gradient algorithm for nonlinear output error autoregressive systems
• Novel data filtering based parameter identification for multiple-input multiple-output systems using the auxiliary model
• Two-stage multi-innovation stochastic gradient algorithm for multivariate output-error ARMA systems based on the auxiliary model
• Auxiliary model multiinnovation stochastic gradient parameter estimation methods for nonlinear sandwich 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
• Data filtering based least squares iterative algorithm for parameter identification of output error autoregressive systems
• Model transformation based distributed stochastic gradient algorithm for multivariate output-error systems
• Collaborative linear dynamical system identification by scarce relevant/irrelevant observations
• Iterative identification for multivariable systems with time-delays based on basis pursuit de-noising and auxiliary model

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