Cart (Loading....) | Create Account
Close category search window
 

Extended Stochastic Gradient Algorithms for System Modeling Based on the Auxiliary Model

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Dongqing Wang ; Qingdao Univ., Qingdao ; Chuangye Luan

This paper considers identification problems for output-error moving average systems with colored noises. The basic idea is, by the auxiliary model identification principle, to replace the unknown noise-free outputs and unmeasurable noise terms in the information vector with the outputs of an auxiliary model and the estimated residuals, and to present an auxiliary model based extended stochastic gradient algorithm. The algorithm proposed has significant computational advantage over existing least squares identification algorithms. The simulation example indicates that the parameter estimation errors become small as the data length increases.

Published in:

Networking, Sensing and Control, 2008. ICNSC 2008. IEEE International Conference on

Date of Conference:

6-8 April 2008

Need Help?


IEEE Advancing Technology for Humanity About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies

A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2014 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.