Convergence of the recursive identification algorithms for multivariate pseudo-linear regressive systems

International Journal of Adaptive Control and Signal Processing

Volumn 30, Issue 6, 2016, Pages 824-842

  Wang, Xuehai ^a,b   Ding, Feng ^a  

^a JIANGNAN UNIVERSITY   (China)

^b HENAN UNIVERSITY OF URBAN CONSTRUCTION   (China)

Author keywords

least squares algorithm; martingale convergence theorem; parameter estimation; pseudo linear regressive model; stochastic gradient algorithm

Indexed keywords

ALGORITHMS; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

AUTOREGRESSIVE MOVING AVERAGE; LEAST SQUARES ALGORITHM; MARTINGALE CONVERGENCE THEOREM; PARAMETER ESTIMATION ERRORS; PERSISTENT EXCITATION CONDITIONS; PSEUDO LINEAR; RECURSIVE IDENTIFICATION ALGORITHMS; STOCHASTIC GRADIENT ALGORITHMS;

PARAMETER ESTIMATION;

EID: 84949293739     PISSN: 08906327     EISSN: 10991115     Source Type: Journal    
DOI: 10.1002/acs.2642     Document Type: Article

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