Convergence of stochastic gradient estimation algorithm for multivariable ARX-like systems

Computers and Mathematics with Applications

Volumn 59, Issue 8, 2010, Pages 2615-2627

  Liu, Yanjun ^a   Sheng, Jie ^b   Ding, Ruifeng ^a  

^a JIANGNAN UNIVERSITY   (China)

^b UNIVERSITY OF WASHINGTON   (United States)

Author keywords

Convergence properties; Multivariable systems; Parameter estimation; Recursive identification; Stochastic gradient

Indexed keywords

ARX SYSTEMS; CHARACTERISTIC POLYNOMIALS; CONVERGENCE PROPERTIES; CONVERGENCE THEOREM; IDENTIFICATION ALGORITHMS; MARTINGALE THEORY; MULTI VARIABLES; MULTI-INPUT MULTI-OUTPUT; PARAMETER ESTIMATION ERRORS; PERSISTENT EXCITATION CONDITIONS; RECURSIVE IDENTIFICATION; SIMULATION RESULT; STOCHASTIC GRADIENT; STOCHASTIC GRADIENT ESTIMATION;

ALGORITHMS; COMMUNICATION CHANNELS (INFORMATION THEORY); CONVERGENCE OF NUMERICAL METHODS; METAL ANALYSIS; MULTIVARIABLE SYSTEMS; STOCHASTIC SYSTEMS;

PARAMETER ESTIMATION;

EID: 77950187988     PISSN: 08981221     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.camwa.2010.01.030     Document Type: Article

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