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Coupled stochastic gradient identification algorithms for multivariate output-error systems using the auxiliary model

Wu Huang, Feng Ding*, Tasawar Hayat, and Ahmed Alsaedi
International Journal of Control, Automation, and Systems, vol. 15, no. 4, pp.1622-1631, 2017

Abstract : "This paper considers the gradient based identification problem of a multivariate output-error system. By using the auxiliary model identification idea and the coupling identification concept, an auxiliary model based stochastic gradient (AM-SG) algorithm and a coupled AM-SG algorithm are presented. The results indicate that the parameter estimation errors converge to zero under the persistent excitation conditions. The simulation examples confirm the theoretical results."

Keyword : Auxiliary model, coupling identification, gradient search, multivariate system, parameter estimation

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