Partially coupled extended stochastic gradient algorithm for nonlinear multivariable output error moving average systems

Purpose The purpose of this paper is to study the parameter estimation problem of nonlinear multivariable output error moving average systems. Design/methodology/approach A partially coupled extended stochastic gradient algorithm is presented for nonlinear multivariable systems by using the decompos...

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Bibliographic Details

Published in:	Engineering computations Vol. 34; no. 2; pp. 629 - 647
Main Authors:	Wang, Xuehai, Ding, Feng
Format:	Journal Article
Language:	English
Published:	Bradford Emerald Publishing Limited 18.04.2017 Emerald Group Publishing Limited
Subjects:	Algorithms Decomposition Economic models Estimates Identification Maximum likelihood method Nonlinear systems Parameter estimation Parameterization Parameter estimation Computation method Nonlinear system Multivariable system Numerical algorithm
ISSN:	0264-4401, 1758-7077
Online Access:	Get full text
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