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Multi-innovation Generalized Extended Stochastic Gradient Algorithm for Multi-Input Multi-Output Nonlinear Box-Jenkins Systems Based on the Auxiliary Model.
Jing Chen
Xiuping Wang
Published in:
LSMS/ICSEE (1) (2010)
Keyphrases
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stochastic gradient
mathematical model
objective function
estimation algorithm
similarity measure
cost function
optimization algorithm
particle swarm optimization
multiresolution
least squares
signal to noise ratio
stochastic gradient descent