Data filtering based stochastic gradient algorithms for multivariable CARAR-like systems

Data filtering based stochastic gradient algorithms for multivariable CARAR-like systems

This paper considers identification problems for a multivariable controlled autoregressive system with autoregressive noises. A hierarchical generalized stochastic gradient algorithm and a filtering based hierarchical stochastic gradient algorithm are presented to estimate the parameter vectors and...

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Bibliographic Details
Main Authors: Dongqing Wang, Tong Shan, Rui Ding
Format: Article
Language:English
Published: Vilnius Gediminas Technical University 2013-06-01
Series:Mathematical Modelling and Analysis
Subjects:
parameter identification
mathematical model
error estimates
Online Access:https://journals.vgtu.lt/index.php/MMA/article/view/4120

Internet

https://journals.vgtu.lt/index.php/MMA/article/view/4120

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