Recursive identification and parameter estimation. (2014)

• Record Type: Book
• Further Information: Note: Han-Fu Chen, Wenxiao Zhao.
• Authors: Chen, Hanfu; Zhao, Wenxiao
• Contents: Dependent Random Vectors; Some Concepts of Probability Theory; Independent Random Variables, Martingales, and Martingale Difference Sequences; Markov Chains with State Space (Rm ;Bm ); Mixing Random Processes; Stationary Processes; Notes and References; ; Recursive Parameter Estimation; Parameter Estimation as Root-Seeking for Functions; Classical Stochastic Approximation Method: RM Algorithm; Stochastic Approximation Algorithm with Expanding Truncations; SAAWET with Nonadditive Noise; Linear Regression Functions; Convergence Rate of SAAWET; Notes and References; ; Recursive Identification for ARMAX Systems ; LS and ELS for Linear Systems; Estimation Errors of LS/ELS; Hankel Matrices Associated with ARMA; Coefficient Identification of ARMAX by SAAWET; Order Estimation of ARMAX; Multivariate Linear EIV Systems; Notes and References; ; Recursive Identification for Nonlinear Systems; Recursive Identification of Hammerstein Systems; Recursive Identification of Wiener Systems; Recursive Identification of Wiener–Hammerstein Systems; Recursive Identification of EIV Hammerstein Systems; Recursive Identification of EIV Wiener Systems; Recursive Identification of Nonlinear ARX Systems; Notes and References; ; Other Problems Reducible to Parameter Estimation ; Principal Component Analysis; Consensus of Networked Agents; Adaptive Regulation for Hammerstein and Wiener Systems; Convergence of Distributed Randomized PageRank Algorithms; Notes and References; ; Appendices: ; ; Proof of Some Theorems in Chapter 1; Nonnegative Matrices; ; References; Index;
• Edition: 1st
• Publisher Details: Boca Raton : CRC Press
• Publication Date: 2014
• Extent: 1 online resource, illustrations (black and white)
• Subjects: 620.004201519536; Systems engineering -- Mathematics; Parameter estimation; Recursive functions
• Languages: English
• ISBNs: 9781466568860
• Related ISBNs: 9781466568846
• Notes: Note: Includes bibliographical references and index.; Note: Description based on CIP data; item not viewed.
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