Auxiliary model-based stochastic gradient algorithm for multivariable output error systems

Zidonghua Xuebao/Acta Automatica Sinica

Volumn 36, Issue 7, 2010, Pages 993-998

  Ding, Feng ^a   Liu, Xiao Ping ^b,c  

^a JIANGNAN UNIVERSITY   (China)

^b NANCHANG UNIVERSITY   (China)

^c CARLETON UNIVERSITY   (Canada)

Author keywords

Auxiliary model identification; Convergence property; Martingale convergence theorem; Multivariable systems; Parameter estimation; Recursive identification; Stochastic gradient (SG)

Indexed keywords

AUXILIARY MODELS; CONVERGENCE PROPERTIES; MARTINGALE CONVERGENCE THEOREM; RECURSIVE IDENTIFICATION; STOCHASTIC GRADIENT;

ALGORITHMS; MULTIVARIABLE SYSTEMS; PARAMETER ESTIMATION; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

CONVERGENCE OF NUMERICAL METHODS;

EID: 77955349328     PISSN: 02544156     EISSN: None     Source Type: Journal    
DOI: 10.3724/SP.J.1004.2010.00993     Document Type: Article

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