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AMC
2007
116views more  AMC 2007»
13 years 7 months ago
Convergence of HLS estimation algorithms for multivariable ARX-like systems
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 ...
Lingyun Wang, Feng Ding, Peter X. Liu
CSSE
2008
IEEE
14 years 2 months ago
Stochastic Gradient Algorithm for Multi-input Systems Based on the Auxiliary Model
—This paper presents an auxiliary model based stochastic gradient parameter estimation algorithm for multiinput output-error systems by minimizing a quadratic cost function. The ...
Yuwu Liao, Xianfang Wang, Rui Feng Ding
AUTOMATICA
2005
112views more  AUTOMATICA 2005»
13 years 7 months ago
Robust maximum-likelihood estimation of multivariable dynamic systems
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...
Stuart Gibson, Brett Ninness
INFOCOM
2007
IEEE
14 years 1 months ago
The Impact of Stochastic Noisy Feedback on Distributed Network Utility Maximization
—The implementation of distributed network utility maximization (NUM) algorithms hinges heavily on information feedback through message passing among network elements. In practic...
Junshan Zhang, Dong Zheng, Mung Chiang