The residual-based ESG algorithm and its performance analysis

Journal of the Franklin Institute

Volumn 347, Issue 2, 2010, Pages 426-437

  Xiao, Yongsong ^a   Wang, Dongqing ^b   Ding, Feng ^a  

^a JIANGNAN UNIVERSITY   (China)

^b QINGDAO UNIVERSITY   (China)

Author keywords

Convergence properties; Parameter estimation; Recursive identification; Stochastic approximation; Stochastic gradient

Indexed keywords

CONVERGENCE PROPERTIES; PARAMETER ESTIMATION ERRORS; PERFORMANCE ANALYSIS; RECURSIVE IDENTIFICATION; STATISTICAL PROPERTIES; STOCHASTIC APPROXIMATIONS; STOCHASTIC GRADIENT;

ALGORITHMS; APPROXIMATION THEORY; COMMUNICATION CHANNELS (INFORMATION THEORY); METAL ANALYSIS; PARAMETER ESTIMATION; STOCHASTIC SYSTEMS;

STOCHASTIC MODELS;

EID: 75149163817     PISSN: 00160032     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfranklin.2009.05.008     Document Type: Article

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