The residual based interactive stochastic gradient algorithms for controlled moving average models

Applied Mathematics and Computation

Volumn 211, Issue 2, 2009, Pages 442-449

  Wang, Lingyun ^a   Xie, Li ^b   Wang, Xianfang ^c  

^a HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^b JIANGNAN UNIVERSITY   (China)

^c HENAN INSTITUTE OF SCIENCE AND TECHNOLOGY   (China)

Author keywords

Controlled moving average (CMA) models; Convergence properties; Parameter estimation; Recursive identification; Stochastic gradient

Indexed keywords

CONTROLLED MOVING AVERAGE (CMA) MODELS; CONVERGENCE PROPERTIES; MOVING AVERAGE MODELS; PARAMETER ESTIMATES; PARAMETER ESTIMATION ALGORITHMS; RECURSIVE IDENTIFICATION; SIMULATION EXAMPLES; STATISTICAL PROPERTIES; STOCHASTIC GRADIENT; STOCHASTIC GRADIENT ALGORITHMS;

ALGORITHMS; COMMUNICATION CHANNELS (INFORMATION THEORY); METAL ANALYSIS; PARAMETER ESTIMATION; RANDOM PROCESSES; RECURSIVE FUNCTIONS; STOCHASTIC CONTROL SYSTEMS;

STOCHASTIC MODELS;

EID: 64849113991     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2009.01.069     Document Type: Article

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