Performance analysis of the auxiliary models based multi-innovation stochastic gradient estimation algorithm for output error systems

Digital Signal Processing: A Review Journal

Volumn 20, Issue 3, 2010, Pages 750-762

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

^a QINGDAO UNIVERSITY   (China)

^b JIANGNAN UNIVERSITY   (China)

Author keywords

Auxiliary model identification idea; Convergence properties; Least squares; Martingale convergence theorem; Multi innovation identification; Parameter estimation; Recursive identification; Stochastic gradient

Indexed keywords

STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

AUXILIARY MODEL IDENTIFICATION IDEAS; CONVERGENCE PROPERTIES; LEAST SQUARE; MARTINGALE CONVERGENCE THEOREM; MULTI-INNOVATION IDENTIFICATION; RECURSIVE IDENTIFICATION; STOCHASTIC GRADIENT;

PARAMETER ESTIMATION;

EID: 77949486033     PISSN: 10512004     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.dsp.2009.09.002     Document Type: Article

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