Auxiliary model based multi-innovation extended stochastic gradient parameter estimation with colored measurement noises

Signal Processing

Volumn 89, Issue 10, 2009, Pages 1883-1890

  Ding, Feng ^a,b   Liu, Peter X ^b   Liu, Guangjun ^c  

^a JIANGNAN UNIVERSITY   (China)

^b CARLETON UNIVERSITY   (Canada)

^c RYERSON UNIVERSITY   (Canada)

Author keywords

LMS; Multi innovation identification theory; Output error models; Output error moving average (OEMA) models; Parameter estimation; Stochastic gradient

Indexed keywords

LMS; MULTI-INNOVATION IDENTIFICATION THEORY; OUTPUT ERROR MODELS; OUTPUT ERROR MOVING AVERAGE (OEMA) MODELS; STOCHASTIC GRADIENT;

ACOUSTIC NOISE; COMMUNICATION CHANNELS (INFORMATION THEORY); METAL ANALYSIS; PARAMETER ESTIMATION; RANDOM PROCESSES; SPURIOUS SIGNAL NOISE; STOCHASTIC CONTROL SYSTEMS;

STOCHASTIC MODELS;

EID: 67349177024     PISSN: 01651684     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.sigpro.2009.03.020     Document Type: Article

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