| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4632590 | Applied Mathematics and Computation | 2009 | 8 Pages |
Abstract
This paper derives a residual based interactive stochastic gradient (ISG) parameter estimation algorithm for controlled moving average (CMA) models and studied the performance of the residual based ISG algorithm under weaker conditions on statistical properties of the noise. Compared with the residual based extended stochastic gradient algorithm for identifying CMA models, the proposed ISG algorithm can give highly accurate parameter estimates by the simulation example.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Lingyun Wang, Li Xie, Xianfang Wang,