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

다국어 초록 (Multilingual 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 basedstochastic gradient (AM-SG) algorithm and a coupled AM-SG algorithm are presented. The results indicate that theparameter estimation errors converge to zero under the persistent excitation conditions. The simulation examplesconfirm the theoretical results.

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