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Partially coupled extended stochastic gradient algorithm for nonlinear multivariable output error moving average systems

Xuehai Wang (School of Internet of Things Engineering, Jiangnan University, Wuxi, China)
Feng Ding (School of Internet of Things Engineering, Jiangnan University, Wuxi, China)

Engineering Computations

ISSN: 0264-4401

Article publication date: 18 April 2017

122

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.

Keywords

Acknowledgements

This work was supported by the National Natural Science Foundation of China (No. 61273194), the Nanhu Scholars Program for Young Scholars of XYNU and the Fundamental Research Funds for the Central Universities (No. JUSRP51322B).

Citation

Wang, X. and Ding, F. (2017), "Partially coupled extended stochastic gradient algorithm for nonlinear multivariable output error moving average systems", Engineering Computations, Vol. 34 No. 2, pp. 629-647. https://doi.org/10.1108/EC-05-2015-0126

Publisher

:

Emerald Publishing Limited

Copyright © 2017, Emerald Publishing Limited

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