Title
Stochastic gradient algorithm for multi-input multi-output Hammerstein FIR-MA-like systems using the data filtering
Abstract
This paper presents a data filtering based stochastic gradient algorithm for estimating the parameters of multivariable Hammerstein FIR-MA-like systems. By filtering the input and output data, the FIR-MA-like model is transformed into a controlled autoregressive model. The examples confirm that the proposed algorithm is more accurate and has a better performance than the stochastic gradient algorithm.
Year
DOI
Venue
2015
10.1016/j.jfranklin.2015.01.015
Journal of the Franklin Institute
Field
DocType
Volume
Autoregressive model,Mathematical optimization,Multivariable calculus,Data filtering,Control theory,Algorithm,Filter (signal processing),Input/output,Mathematics
Journal
352
Issue
ISSN
Citations 
4
0016-0032
0
PageRank 
References 
Authors
0.34
31
3
Name
Order
Citations
PageRank
ziyun wang111.36
Yan Wang216828.11
Zhicheng Ji3347.59