Multi-innovation extended stochastic gradient algorithm for multi-input multi-output controlled autoregressive moving average systems by using the filtering technique

In this paper, we extends the innovation vector to the innovation matrices and presents a filtering based multi-innovation extended stochastic gradient algorithm for multi-input multi-output controlled autoregressive moving average systems. The basic idea is using the filtering technique to transfor...

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Bibliographic Details

Published in:	Proceedings of the American Control Conference pp. 925 - 929
Main Authors:	Jiang, Xiao, Pan, Jian, Wan, Xiangkui, Ding, Feng
Format:	Conference Proceeding Journal Article
Language:	English
Published:	American Automatic Control Council (AACC) 01.07.2016
Subjects:	Algorithms Autoregressive moving average Autoregressive processes Conferences Control systems Filtering Filtration Innovation Mathematical model MIMO Parameter estimation Signal processing algorithms Stochastic processes Stochasticity Technological innovation
ISSN:	2378-5861
Online Access:	Get full text
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