کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
564485 875608 2009 8 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Auxiliary model based multi-innovation extended stochastic gradient parameter estimation with colored measurement noises
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر پردازش سیگنال
پیش نمایش صفحه اول مقاله
Auxiliary model based multi-innovation extended stochastic gradient parameter estimation with colored measurement noises
چکیده انگلیسی

For pseudo-linear regression identification models corresponding output error systems with colored measurement noises, a difficulty of identification is that there exist unknown inner variables and unmeasurable noise terms in the information vector. This paper presents an auxiliary model based multi-innovation extended stochastic gradient algorithm by using the auxiliary model method and by expanding the scalar innovation to an innovation vector. Compared with single innovation extended stochastic gradient algorithm, the proposed approach can generate highly accurate parameter estimates. The simulation results confirm this conclusion.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Signal Processing - Volume 89, Issue 10, October 2009, Pages 1883–1890
نویسندگان
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