A hierarchical least squares (HLS) algorithm is derived in details for identifying MIMO ARX-like systems based on the hierarchical identification principle. It is shown that the ...
—This paper presents an auxiliary model based stochastic gradient parameter estimation algorithm for multiinput output-error systems by minimizing a quadratic cost function. The ...
This paper examines the problem of estimating linear time-invariant state-space system models. In particular it addresses the parametrization and numerical robustness concerns tha...
—The implementation of distributed network utility maximization (NUM) algorithms hinges heavily on information feedback through message passing among network elements. In practic...