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Coupled Stochastic Gradient Identification Algorithms for Multivariate Output-error Systems Using the Auxiliary Model
Journal article

Coupled Stochastic Gradient Identification Algorithms for Multivariate Output-error Systems Using the Auxiliary Model

Wu Huang, Feng Ding, Tasawar Hayat and Ahmed Alsaedi
International journal of control, automation, and systems, Vol.15(4), pp.1622-1631
01/08/2017
DOI: https://doi.org/10.1007/s12555-016-0454-3

Abstract

Automation & Control Systems Science & Technology Technology
This paper considers the gradient based identification problem of a multivariate output-error system. By using the auxiliary model identification idea and the coupling identification concept, an auxiliary model based stochastic gradient (AM-SG) algorithm and a coupled AM-SG algorithm are presented. The results indicate that the parameter estimation errors converge to zero under the persistent excitation conditions. The simulation examples confirm the theoretical results.

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