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This paper studies the convergence of the auxiliary model based stochastic gradient parameter estimation algorithm for multi-input output-error systems by using the martingale convergence theorem. The basic idea is to formulate a positive definite function of the parameter estimation error and to indicate that the parameter estimates converge to their true values under persistent excitation. The proposed...
This paper presents an auxiliary model based stochastic gradient parameter estimation algorithm for multi-input output-error systems by minimizing a quadratic cost function. The basic idea is to replace the unknown variables in the information vector with the outputs of an auxiliary model or estimated outputs and the analysis and simulation results indicate that the parameter estimates converge to...
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