Almost sure convergence of least squares estimates for regular multivariate ARX systems

Convergence of stochastic gradient estim

Convergence of stochastic gradient estimation algorithm for multivariable ARX-like systems

✍ Yanjun Liu; Jie Sheng; Ruifeng Ding 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 482 KB

This paper studies the convergence of the stochastic gradient identification algorithm of multi-input multi-output ARX-like systems (i.e., multivariable ARX-like systems) by using the stochastic martingale theory. This ARX-like model contains a characteristic polynomial and differs from the conventi