Gradient-based iterative parameter estimation for Box-Jenkins systems with finite measurement data

Proceedings of the IEEE Conference on Decision and Control

Volumn , Issue , 2009, Pages 239-243

  Wang, Dongqing ^b   Dai, Jiyang ^c   Ding, Feng ^a  

^a JIANGNAN UNIVERSITY   (China)

^b QINGDAO UNIVERSITY   (China)

^c NANCHANG HANGKONG UNIVERSITY   (China)

Author keywords

Box Jenkins models; Iteration; Signal processing; identification; parameter estimation; Stochastic gradient

Indexed keywords

ITERATIVE METHODS; SIGNAL PROCESSING; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

BOX-JENKINS MODELS; IDENTIFICATION ALGORITHMS; INPUT-OUTPUT DATA; ITERATION; ITERATIVE COMPUTATION; ITERATIVE PARAMETER ESTIMATION; MEASUREMENT DATA; STOCHASTIC GRADIENT;

PARAMETER ESTIMATION;

EID: 77950805328     PISSN: 07431546     EISSN: 25762370     Source Type: Conference Proceeding    
DOI: 10.1109/CDC.2009.5400671     Document Type: Conference Paper

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