Convergence of the auxiliary model-based multi-innovation generalized extended stochastic gradient algorithm for Box–Jenkins systems

Nonlinear Dynamics

Volumn 82, Issue 1-2, 2015, Pages 269-280

  Wang, Xuehai ^a,b   Ding, Feng ^a  

^a JIANGNAN UNIVERSITY   (China)

^b HENAN UNIVERSITY OF URBAN CONSTRUCTION   (China)

Author keywords

Box Jenkins system; Gradient search; Parameter estimation; Performance analysis; Recursive identification

Indexed keywords

ALGORITHMS; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

GRADIENT SEARCH; MULTI-INNOVATION IDENTIFICATION; PARAMETER ESTIMATION ERRORS; PARAMETER ESTIMATION PROBLEMS; PERFORMANCE ANALYSIS; PERSISTENT EXCITATION CONDITIONS; RECURSIVE IDENTIFICATION; STOCHASTIC GRADIENT ALGORITHMS;

PARAMETER ESTIMATION;

EID: 84943359921     PISSN: 0924090X     EISSN: 1573269X     Source Type: Journal    
DOI: 10.1007/s11071-015-2155-5     Document Type: Article

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