Convergence of the recursive identification algorithms for multivariate pseudo-linear regressive systems

Summary The performance analysis of the recursive algorithms for the multivariate systems with an autoregressive moving average noise process is still open. This paper analyzes the convergence of two recursive identification algorithms, the multivariate recursive generalized extended least squares a...

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Vydané v:	International journal of adaptive control and signal processing Ročník 30; číslo 6; s. 824 - 842
Hlavní autori:	Wang, Xuehai, Ding, Feng
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Bognor Regis Blackwell Publishing Ltd 01.06.2016 Wiley Subscription Services, Inc
Predmet:	Algorithms Computer simulation Convergence Error analysis least squares algorithm Least squares method martingale convergence theorem Noise parameter estimation pseudo-linear regressive model Recursive Regression analysis stochastic gradient algorithm
ISSN:	0890-6327, 1099-1115
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