System identification (2nd ed.): theory for the user
System identification (2nd ed.): theory for the user
Performance analysis of multi-innovation gradient type identification methods
Automatica (Journal of IFAC)
The role of vector autoregressive modeling in predictor-based subspace identification
Automatica (Journal of IFAC)
The residual based extended least squares identification method for dual-rate systems
Computers & Mathematics with Applications
Extended stochastic gradient identification algorithms for Hammerstein-Wiener ARMAX systems
Computers & Mathematics with Applications
Reconstruction of continuous-time systems from their non-uniformly sampled discrete-time systems
Automatica (Journal of IFAC)
Identification for multirate multi-input systems using the multi-innovation identification theory
Computers & Mathematics with Applications
Multi-innovation stochastic gradient algorithms for multi-input multi-output systems
Digital Signal Processing
Parameter Identification and Intersample Output Estimation for Dual-Rate Systems
IEEE Transactions on Systems, Man, and Cybernetics, Part A: Systems and Humans
Canonical structures in the identification of multivariable systems
Automatica (Journal of IFAC)
Combined parameter and output estimation of dual-rate systems using an auxiliary model
Automatica (Journal of IFAC)
Hierarchical gradient-based identification of multivariable discrete-time systems
Automatica (Journal of IFAC)
Auxiliary model identification method for multirate multi-input systems based on least squares
Mathematical and Computer Modelling: An International Journal
LSMS/ICSEE'10 Proceedings of the 2010 international conference on Life system modeling and and intelligent computing, and 2010 international conference on Intelligent computing for sustainable energy and environment: Part I
Identification methods for Hammerstein nonlinear systems
Digital Signal Processing
Parameter estimation with scarce measurements
Automatica (Journal of IFAC)
Computers & Mathematics with Applications
Computers & Mathematics with Applications
Mathematics and Computers in Simulation
Observable state space realizations for multivariable systems
Computers & Mathematics with Applications
Mathematical and Computer Modelling: An International Journal
Mathematical and Computer Modelling: An International Journal
Parameter estimation for nonlinear dynamical adjustment models
Mathematical and Computer Modelling: An International Journal
Improved neural solution for the Lyapunov matrix equation based on gradient search
Information Processing Letters
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This paper studies the convergence of the stochastic gradient identification algorithm of multi-input multi-output ARX-like systems (i.e., multivariable ARX-like systems) by using the stochastic martingale theory. This ARX-like model contains a characteristic polynomial and differs from the conventional multivariable ARX system. The results indicate that the parameter estimation errors converge to zero under the persistent excitation conditions. The simulation results validate the proposed convergence theorem.