Maximum likelihood stochastic gradient estimation for Hammerstein systems with colored noise based on the key term separation technique

Computers and Mathematics with Applications

Volumn 62, Issue 11, 2011, Pages 4170-4177

  Li, Junhong ^a,b   Ding, Feng ^a  

^a JIANGNAN UNIVERSITY   (China)

^b NANTONG UNIVERSITY   (China)

Author keywords

Hammerstein models; Key term separation technique; Maximum likelihood; Parameter estimation; Stochastic gradient

Indexed keywords

COLORED NOISE; CONVERGENCE RATES; FINITE-IMPULSE RESPONSE; HAMMERSTEIN MODEL; HAMMERSTEIN SYSTEM; IDENTIFICATION PROBLEM; KEY TERM SEPARATION TECHNIQUE; MAXIMUM LIKELIHOOD PRINCIPLE; MOVING AVERAGES; SEPARATION TECHNIQUES; SIMULATION RESULT; STOCHASTIC GRADIENT; STOCHASTIC GRADIENT ALGORITHMS; STOCHASTIC GRADIENT ESTIMATION; STOCHASTIC GRADIENT METHODS;

ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; ESTIMATION; GRADIENT METHODS; IMPULSE RESPONSE; PARAMETER ESTIMATION; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

MAXIMUM LIKELIHOOD ESTIMATION;

EID: 80755175919     PISSN: 08981221     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.camwa.2011.09.067     Document Type: Article

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