|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."
Auxiliary model, coupling identification, gradient search, multivariate system, parameter estimation
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