Two-stage multi-innovation stochastic gradient algorithm for multivariate output-error ARMA systems based on the auxiliary model
Sign Up to like & getrecommendations! Published in 2019 at "International Journal of Systems Science"
DOI: 10.1080/00207721.2019.1690720
Abstract: ABSTRACT This paper investigates the parameter estimation problem for multivariate output-error systems perturbed by autoregressive moving average noises. Since the identification model has two different kinds of parameters, a vector and a matrix, the gradient… read more here.
Keywords: model; gradient algorithm; two stage; auxiliary model ... See more keywords
Auxiliary Model Based Least Squares Iterative Algorithms for Parameter Estimation of Bilinear Systems Using Interval-Varying Measurements
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DOI: 10.1109/access.2018.2794396
Abstract: This paper focuses on the parameter estimation of a class of bilinear systems, for which the input-output representation is derived by eliminating the state variables in the systems. Based on the obtained identification model and… read more here.
Keywords: model based; parameter estimation; based least; bilinear systems ... See more keywords