Data filtering-based multi-innovation forgetting gradient algorithms for input nonlinear FIR-MA systems with piecewise-linear characteristics

Author(s):  
Yamin Fan ◽  
Ximei Liu
2013 ◽  
Vol 18 (3) ◽  
pp. 374-385 ◽  
Author(s):  
Dongqing Wang ◽  
Tong Shan ◽  
Rui Ding

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.


1981 ◽  
Vol 64 (10) ◽  
pp. 9-17 ◽  
Author(s):  
Toshimichi Saito ◽  
Hiroichi Fujita

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