Maximum likelihood stochastic gradient parameter estimation algorithm for multi-input multi-output systems

摘要：

　　This paper discusses parameter estimation problems of the multi-input multi-output systems described by input-output difference equation models.A maximum likelihood stochastic gradient algorithm with a forgetting factor is proposed for each subsystem.The effectiveness of the proposed algorithm is verified by a numerical example.

关键词： Parameter estimation Multi-input multi-output systems Maximum likelihood Stochastic gradient

作者: Junhong Li Ping Jiang Yi Yang

作者单位: School of Electrical Engineering,Nantong University,Nantong 226019,China

会议类型: 国际会议

会议名称: 第26届中国控制与决策会议(2014 CCDC)

会议地点: 长沙

会议语种:英文

页码: 602-605

在线出版日期: 2014-05-31（万方平台首次上网日期，不代表论文的发表时间）