DATA FILTERING BASED STOCHASTIC GRADIENT ALGORITHMS FOR MULTIVARIABLE CARAR-LIKE SYSTEMS

doi:10.3846/13926292.2013.804889

DATA FILTERING BASED STOCHASTIC GRADIENT ALGORITHMS FOR MULTIVARIABLE CARAR-LIKE SYSTEMS

2013-06-01

0

OA

AI

DOI：10.3846/13926292.2013.804889

原文链接

查看原文

摘要

En 中文

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 parameter matrix of such multivariable colored noise systems, by using the hierarchical identification principle. The simulation results show that the proposed hierarchical gradient estimation algorithms are effective.

DATA FILTERING BASED STOCHASTIC GRADIENT ALGORITHMS FOR MULTIVARIABLE CARAR-LIKE SYSTEMS

摘要

AI总结

期刊

机构

引用论文