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