Multi-innovation extended stochastic gradient algorithm and its performance analysis

Circuits, Systems, and Signal Processing

Volumn 29, Issue 4, 2010, Pages 649-667

  Liu, Yanjun ^a   Yu, Li ^a   Ding, Feng ^a  

^a JIANGNAN UNIVERSITY   (China)

Author keywords

Multi innovation identification; Parameter estimation; Performance analysis; Recursive identification; Signal processing; Stochastic gradient

Indexed keywords

ESTIMATION PERFORMANCE; MULTI-INNOVATION IDENTIFICATION; PERFORMANCE ANALYSIS; RECURSIVE IDENTIFICATION; STOCHASTIC GRADIENT;

ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; SIGNAL PROCESSING; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

PARAMETER ESTIMATION;

EID: 77954564106     PISSN: 0278081X     EISSN: 15315878     Source Type: Journal    
DOI: 10.1007/s00034-010-9174-8     Document Type: Article

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