Parameter estimation of dual-rate stochastic systems by using an output error method

IEEE Transactions on Automatic Control

Volumn 50, Issue 9, 2005, Pages 1436-1441

  Ding, Feng ^a,b   Chen, Tongwen ^b  

^a JIANGNAN UNIVERSITY   (China)

^b UNIVERSITY OF ALBERTA   (Canada)

Author keywords

Convergence properties; Martingale theory; Multirate systems; Output error method; Output estimation; Recursive identification; Stochastic gradient

Indexed keywords

ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; GRADIENT METHODS; IDENTIFICATION (CONTROL SYSTEMS); MATHEMATICAL MODELS; PARAMETER ESTIMATION; RECURSIVE FUNCTIONS; SAMPLED DATA CONTROL SYSTEMS;

CONVERGENCE PROPERTIES; DUAL RATE STOCHASTIC GRADIENT; MARTINGALE THEORY; MULTIRATE SYSTEMS; OUTPUT ERROR METHOD; OUTPUT ESTIMATION;

STOCHASTIC CONTROL SYSTEMS;

EID: 25844444580     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2005.854654     Document Type: Article

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