Convergence of Multi-innovation Stochastic Gradient Identification Methods
Convergence of Multi-innovation Stochastic Gradient Identification Methods
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发表时间：
2007
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通讯作者：
Zhang Jia-bo
中科院分区：
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作者：
Zhang Jia-bo
The multi-innovation identification algorithm is derived mathematically,and the multi-innovation stochastic gradient identification algorithm is presented.The mean square convergence is analyzed by using the stochastic process theory,and the upper bound of the parameter estimation error is obtained.The analysis indicates that the data stationary can improve the estimation accuracy,and then the changing forms of multi-innovation identification are given.
