Výsledky vyhľadávania - "extended stochastic gradient algorithm"

Weighted multi-innovation extended stochastic gradient identification for multivariable Hammerstein nonlinear systems based on multi-signal processing Autor Lyu, Bensheng, Wang, Qiang, Xu, Yanling, Zhang, Huajun, Cai, Chunbo

“…Multivariable Hammerstein nonlinear systems contain a sum of some bilinear parameter functions, which is hard to convert into a standard regressive form for…”
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Hierarchical multi-innovation generalised extended stochastic gradient methods for multivariable equation-error autoregressive moving average systems Autor Xu, Ling, Ding, Feng, Lu, Xian, Wan, Lijuan, Sheng, Jie

“…This study presents the modelling technology of multivariable equation-error autoregressive moving average (EEARMA) systems through observational data of…”
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Hierarchical gradient parameter estimation algorithms for fractional order Wiener OEARMA system Autor Li, Junhong, Zhang, Hongrui, Xiao, Kang, Gu, Juping

“…In this paper, the identification of fractional order Wiener output error auto-regressive moving average (OEARMA) systems is discussed. The dynamic part of the…”
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Parameter identification of fractional‐order Wiener system based on FF‐ESG and GI algorithms Autor Li, Junhong, Zhang, Hongrui, Gu, Juping, Hua, Liang

“…Fractional‐order calculus has broad application scenarios in engineering and physics. Unlike integer‐order calculus, fractional‐order calculus has the ability…”
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Partially coupled gradient estimation algorithm for multivariable equation-error autoregressive moving average systems using the data filtering technique Autor Liu, Qinyao, Ding, Feng, Xu, Ling, Yang, Erfu

“…System identification provides many convenient and useful methods for engineering modelling. This study targets the parameter identification problems for…”
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Data filtering-based recursive identification for an exponential autoregressive moving average model by using the multi-innovation theory Autor Xu, Huan, Ma, Fengying, Ding, Feng, Xu, Ling, Alsaedi, Ahmed, Hayat, Tasawar

“…This study employs the data filtering technique to investigate the recursive identification problems for a non-linear exponential autoregressive model with…”
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Maximum likelihood gradient-based iterative estimation for multivariable systems Autor Xia, Huafeng, Yang, Yongqing, Ding, Feng, Xu, Ling, Hayat, Tasawar

“…This study concerns the parameter identification issues for a class of multivariable systems with moving average noise. The main contributions are to transform…”
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Recursive search-based identification algorithms for the exponential autoregressive time series model with coloured noise Autor Xu, Huan, Ding, Feng, Yang, Erfu

“…This study focuses on the recursive parameter estimation problems for the non-linear exponential autoregressive model with moving average noise (the ExpARMA…”
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Identification of Hammerstein-Wiener ARMAX systems using Extended Kalman Filter Autor Mansouri, M., Tolouei, H., Shoorehdeli, M. A.

“…In this study, Extended Kalman Filter (EKF) algorithm is developed to estimate the parameters of Hammerstein-Wiener (H-W) ARMAX models. The basic idea is to…”
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