期刊
INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL
卷 33, 期 10, 页码 5510-5535出版社
WILEY
DOI: 10.1002/rnc.6657
关键词
auxiliary model identification; filtering identification; gradient search; multi-innovation identification; parameter estimation
This paper proposes a filtered auxiliary model generalized extended stochastic gradient identification method, which can be applied to linear and nonlinear multivariable stochastic systems with colored noises.
For equation-error autoregressive moving average systems, that is, Box-Jenkins systems, this paper presents a filtered auxiliary model generalized extended stochastic gradient identification method, a filtered auxiliary model multi-innovation generalized extended stochastic gradient identification method, a filtered auxiliary model recursive generalized extended gradient identification method, a filtered auxiliary model multi-innovation recursive generalized extended gradient identification method, a filtered auxiliary model recursive generalized extended least squares identification method, and a filtered auxiliary model multi-innovation recursive generalized extended least squares identification method by using the filtering identification idea and the auxiliary model identification idea. The proposed filtered auxiliary model recursive generalized extended identification methods can be generalized to other linear and nonlinear multivariable stochastic systems with colored noises.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据