Convergence of stochastic gradient estimation algorithm for multivariable ARX-like systems
Tài liệu tham khảo
Liu, 2009, Multi-innovation stochastic gradient algorithm for multiple-input single-output systems using the auxiliary model, Applied Mathematics and Computation, 215, 1477, 10.1016/j.amc.2009.07.012
Liu, 2009, An auxiliary model based recursive least squares parameter estimation algorithm for non-uniformly sampled multirate systems, Journal of Systems and Control Engineering, 223, 445
Ljung, 1999
Qu, 2009, Parameter estimation of a quadratic FM signal based on FRFT, ICIC Express Letters, 3, 385
Lio, 2009, Parameter estimations for the Burr type XII distribution under progressive type II censoring, ICIC Express Letters, 3, 1459
Aihara, 2008, Recursive parameter identification for infinite-dimensional factor model by using particle filter-application to US-treasury bonds, International Journal of Innovative Computing, Information and Control, 4, 35
Aihara, 2009, On parameter estimation of stochastic volatility models from stock data using particle filter-application to AEX index, International Journal of Innovative Computing, Information and Control, 5, 17
Chiuso, 2007, The role of vector autoregressive modeling in predictor-based subspace identification, Automatica, 43, 1034, 10.1016/j.automatica.2006.12.009
Mecère, 2008, Propagator-based methods for recursive subspace model identification, Signal Processing, 88, 468, 10.1016/j.sigpro.2007.09.012
Ding, 2005, Hierarchical gradient-based identification of multivariable discrete-time systems, Automatica, 41, 315, 10.1016/j.automatica.2004.10.010
Ding, 2005, Hierarchical least squares identification methods for multivariable systems, IEEE Transactions on Automatic Control, 50, 397, 10.1109/TAC.2005.843856
Ding, 2005, Hierarchical identification of lifted state–space models for general dual-rate systems, IEEE Transactions on Circuits and Systems. I. Regular Papers, 52, 1179, 10.1109/TCSI.2005.849144
Guidorzi, 1975, Canonical structures in identification of multivariable systems, Automatica, 11, 361, 10.1016/0005-1098(75)90085-0
Han, 2009, Multi-innovation stochastic gradient algorithms for multi-input multi-output systems, Digital Signal Processing, 19, 545, 10.1016/j.dsp.2008.12.002
Han, 2009, Auxiliary model identification method for multirate multi-input systems based on least squares, Mathematical and Computer Modelling, 50, 1100, 10.1016/j.mcm.2009.06.002
Ding, 2007, Performance analysis of multi-innovation gradient type identification methods, Automatica, 43, 1, 10.1016/j.automatica.2006.07.024
Ding, 2009, Auxiliary model based multi-innovation extended stochastic gradient parameter estimation with colored measurement noises, Signal Processing, 89, 1883, 10.1016/j.sigpro.2009.03.020
Zhang, 2009, Self-tuning control based on multi-innovation stochastic gradient parameter estimation, Systems & Control Letters, 58, 69, 10.1016/j.sysconle.2008.08.005
Han, 2009, Identification for multirate multi-input systems using the multi-innovation identification theory, Computers & Mathematics with Applications, 57, 1438, 10.1016/j.camwa.2009.01.005
Ding, 2008, The residual based extended least squares identification method for dual-rate systems, Computers & Mathematics with Applications, 56, 1479, 10.1016/j.camwa.2008.02.047
Ding, 2008, Performance analysis of stochastic gradient algorithms under weak conditions, Science in China. Series F. Information Sciences, 51, 1269, 10.1007/s11432-008-0117-y
Goodwin, 1984
Wang, 2008, Extended stochastic gradient identification algorithms for Hammerstein–Wiener ARMAX systems, Computers & Mathematics with Applications, 56, 3157, 10.1016/j.camwa.2008.07.015
Ding, 2006, Bias compensation based recursive least squares identification algorithm for MISO systems, IEEE Transactions on Circuits and Systems. II. Express Briefs, 53, 349, 10.1109/TCSII.2005.862281
Ding, 2004, Combined parameter and output estimation of dual-rate systems using an auxiliary model, Automatica, 40, 1739, 10.1016/j.automatica.2004.05.001
Ding, 2005, Parameter estimation of dual-rate stochastic systems by using an output error method, IEEE Transactions on Automatic Control, 50, 1436, 10.1109/TAC.2005.854654
Ding, 2008, Parameter identification and intersample output estimation for dual-rate systems, IEEE Transactions on Systems, Man and Cybernetics, Part A: Systems and Humans, 38, 966, 10.1109/TSMCA.2008.923030
Ding, 2009, Reconstruction of continuous-time systems from their non-uniformly sampled discrete-time systems, Automatica, 45, 324, 10.1016/j.automatica.2008.08.007
Sheng, 2002, Generalized predictive control for non-uniformly sampled systems, Journal of Process Control, 12, 875, 10.1016/S0959-1524(02)00009-4
Sheng, 2005, Optimal filtering for multirate systems, IEEE Transactions on Circuits and Systems, 52, 228, 10.1109/TCSII.2004.842009
Ding, 2007, Auxiliary model based least-squares identification methods for Hammerstein output-error systems, Systems & Control Letters, 56, 373, 10.1016/j.sysconle.2006.10.026
Ding, 2005, Identification of Hammerstein nonlinear ARMAX systems, Automatica, 41, 1479, 10.1016/j.automatica.2005.03.026