Recursive system identification by stochastic approximation
نویسندگان
چکیده
منابع مشابه
Recursive System Identification by Stochastic Approximation
The convergence theorems for the stochastic approximation (SA) algorithm with expanding truncations are first presented, which the system identification methods discussed in the paper are essentially based on. Then, the recursive identification algorithms are respectively defined for the multivariate errors-in-variables systems, Hammerstein systems, and Wiener systems. All estimates given in th...
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ژورنال
عنوان ژورنال: Communications in Information and Systems
سال: 2006
ISSN: 1526-7555,2163-4548
DOI: 10.4310/cis.2006.v6.n4.a1