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Distributed signal processing algorithms have become a hot topic during the past years. One class of algorithms that have received special attention are particles filters (PFs). However, most distributed PFs involve various heuristic or simplifying approximations and, as a consequence, classical convergence theorems for standard PFs do not hold for their distributed counterparts. In this paper, we...
On the basis of the auxiliary model identification idea, this paper studies the filtering based parameter estimation issues for a class of multivariable control systems with colored noise. An auxiliary model based hierarchical stochastic gradient (AM-HSG) algorithm is given for comparison and a data filtering AM-HSG identification algorithm is derived by using the data filtering technique. Its main...
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