On consistency of multi-innovation extended stochastic gradient algorithms with colored noises
On consistency of multi-innovation extended stochastic gradient algorithms with colored noises
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DOI：
10.1109/imtc.2008.4547317
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发表时间：
2008-05
期刊：
影响因子：
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通讯作者：
Li Yu;F. Ding;P. X. Liu
中科院分区：
文献类型：
--
作者：
Li Yu;F. Ding;P. X. Liu
This paper applies the multi-innovation identification theory to study the parameter estimation problem for CARMA models, and presents the multi-innovation extended stochastic gradient algorithm by expanding the scalar innovation to an innovation vector, and analyzes and proves the convergence properties of the algorithms involved. The simulation results show that the proposed algorithms are effective.
