Gradient based and least-squares based iterative identification methods for OE and OEMA systems

Digital Signal Processing: A Review Journal

Volumn 20, Issue 3, 2010, Pages 664-677

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

^a JIANGNAN UNIVERSITY   (China)

^b CARLETON UNIVERSITY   (Canada)

^c RYERSON UNIVERSITY   (Canada)

Author keywords

Iterative algorithms; Least squares; Missing data; Output error (OE) models; Output error moving average (OEMA) models; Parameter estimation; Recursive identification; Stochastic gradient

Indexed keywords

COMPUTATION THEORY; ERRORS; ITERATIVE METHODS; LEAST SQUARES APPROXIMATIONS; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

ITERATIVE ALGORITHM; LEAST SQUARE; MISSING DATA; MOVING AVERAGES; OUTPUT ERRORS; RECURSIVE IDENTIFICATION; STOCHASTIC GRADIENT;

PARAMETER ESTIMATION;

EID: 77949486667     PISSN: 10512004     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.dsp.2009.10.012     Document Type: Article

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