Auxiliary Model Hierarchical Generalized Extended Recursive Parameter Estimation for Autoregressive Output‐Error Autoregressive Moving Average Systems
Jiangnan University · Wuhan Donghu University · +2 more institutions
Abstract
ABSTRACT This paper considers recursive parameter identification for autoregressive output‐error autoregressive moving average (AR‐OE‐ARMA) systems from the perspective of computational efficiency. By means of the hierarchical identification principle, we propose an auxiliary model hierarchical generalized extended stochastic gradient algorithm (AM‐HGESG), an auxiliary model hierarchical multi‐innovation generalized extended stochastic gradient (AM‐HMI‐GESG) algorithm, an auxiliary model hierarchical generalized extended recursive gradient algorithm (AM‐HGERG), an auxiliary model hierarchical multi‐innovation generalized extended recursive gradient (AM‐HMI‐GERG) algorithm, an auxiliary model hierarchical…
Citation impact
- FWCI
- 100.83
- Percentile
- 100%
- References
- 135
Authors
4Topics & keywords
- Autoregressive model
- Autoregressive–moving-average model
- STAR model
- Estimation theory
- Identification (biology)
- Hierarchical database model
- System identification
- Nonlinear autoregressive exogenous model