Multi-innovation stochastic gradient algorithm for output error systems based on the auxiliary model.
Dongqing WangFeng DingPeter X. LiuPublished in: ACC (2009)
Keyphrases
- stochastic gradient
- probabilistic model
- input data
- objective function
- utility maximization
- parameter estimation
- em algorithm
- optimal solution
- expectation maximization
- cost function
- optimization algorithm
- closed form
- similarity measure
- kalman filter
- prior information
- stochastic gradient descent
- nearest neighbor
- particle swarm optimization
- np hard
- convergence rate
- linear model
- nearest neighbor classifier