Partially coupled extended stochastic gradient algorithm for nonlinear multivariable output error moving average systems. Issue 2 (18th April 2017)

• Record Type: Journal Article
• Authors: Wang, Xuehai; Ding, Feng
• Is Part Of: Engineering computations. Volume 34:Issue 2(2017)
• Page Start: 629
• Page End: 647
• Publication Date: 2017-04-18
• Subjects: Computation method -- Numerical algorithm -- Nonlinear system -- Parameter estimation -- Multivariable system; Computer-aided engineering -- Periodicals; Computer graphics -- Periodicals; 620.00285
• DOI: 10.1108/EC-05-2015-0126
• Languages: English
• ISSNs: 0264-4401

Abstract

Abstract : Purpose: The purpose of this paper is to study the parameter estimation problem of nonlinear multivariable output error moving average systems. Design/methodology/approach: A partially coupled extended stochastic gradient algorithm is presented for nonlinear multivariable systems by using the decomposition technique. Findings: The proposed algorithm can realize the coupled computation of the parameter estimates between subsystems. Originality/value: This paper develops a coupled parameter estimation algorithm for nonlinear multivariable systems and directly estimates the system parameters without over-parameterization.