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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Summary: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 decomposition technique. Findings The proposed algorithm can realize the coupled computation of the parameter estimates between subsystems. Originality/value This paper develops a coupled parameter estimation algorithm for nonlinear multivariable systems and directly estimates the system parameters without over-parameterization.
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ISSN:0264-4401
1758-7077
DOI:10.1108/EC-05-2015-0126