Extended stochastic gradient identification algorithms for Hammerstein–Wiener ARMAX systems
نویسندگان
چکیده
منابع مشابه
Extended stochastic gradient identification algorithms for Hammerstein-Wiener ARMAX systems
An extended stochastic gradient algorithm is developed to estimate the parameters of Hammerstein–Wiener ARMAX models. The basic idea is to replace the unmeasurable noise terms in the information vector of the pseudo-linear regression identification model with the corresponding noise estimates which are computed by the obtained parameter estimates. The obtained parameter estimates of the identif...
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ژورنال
عنوان ژورنال: Computers & Mathematics with Applications
سال: 2008
ISSN: 0898-1221
DOI: 10.1016/j.camwa.2008.07.015