Performance analysis of the recursive parameter estimation algorithms for multivariable Box-Jenkins systems

Journal of the Franklin Institute

Volumn 351, Issue 10, 2014, Pages 4749-4764

  Wang, Xuehai ^a   Ding, Feng ^a  

^a JIANGNAN UNIVERSITY   (China)

Author keywords

[No Author keywords available]

Indexed keywords

STOCHASTIC SYSTEMS;

AUXILIARY MODELING; EXTENDED LEAST SQUARES; INFORMATION VECTOR; PERFORMANCE ANALYSIS; PERSISTENT EXCITATION CONDITIONS; RECURSIVE IDENTIFICATION ALGORITHMS; RECURSIVE PARAMETER ESTIMATION; STOCHASTIC GRADIENT ALGORITHMS;

STOCHASTIC MODELS;

EID: 84908170460     PISSN: 00160032     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfranklin.2014.07.004     Document Type: Article

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