Interactive parameter estimation for output error moving average systems

Transactions of the Institute of Measurement and Control

Volumn 35, Issue 1, 2013, Pages 34-43

  Xie, Li ^a   Yang, Huizhong ^a  

^a JIANGNAN UNIVERSITY   (China)

Author keywords

Hierarchical identification; least squares; output error moving average (OEMA) models; parameter estimation; stochastic gradient

Indexed keywords

ERRORS; ITERATIVE METHODS; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

ESTIMATION PERFORMANCE; HIERARCHICAL IDENTIFICATION; IDENTIFICATION METHOD; ITERATIVE ALGORITHM; LEAST SQUARE; MOVING AVERAGES; PARAMETER ESTIMATION PROBLEMS; STOCHASTIC GRADIENT;

PARAMETER ESTIMATION;

EID: 84873605950     PISSN: 01423312     EISSN: None     Source Type: Journal    
DOI: 10.1177/0142331211406604     Document Type: Conference Paper

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