Title :
Notice of Retraction
Convergence of the auxiliary model based stochastic gradient algorithm for multiple-input single-output systems
Author :
Yuwu Liao ; Yanjun Liu ; Rui Feng Ding
Author_Institution :
Dept. of Phys. & Electron., Xiangfan Univ., Xiangfan, China
Abstract :
Notice of Retraction
After careful and considered review of the content of this paper by a duly constituted expert committee, this paper has been found to be in violation of IEEE´s Publication Principles.
We hereby retract the content of this paper. Reasonable effort should be made to remove all past references to this paper.
The presenting author of this paper has the option to appeal this decision by contacting TPII@ieee.org.
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 algorithm has less computational burden that existing least squares identification algorithms. A simulation example is given.
Keywords :
MIMO systems; convergence; gradient methods; least squares approximations; parameter estimation; stochastic processes; stochastic systems; auxiliary model; least squares identification algorithms; martingale convergence theorem; multi-input output-error systems; multiple-input single-output systems; stochastic gradient parameter estimation algorithm; Bismuth; Computer errors; Convergence; Delay estimation; Information technology; Least squares methods; Parameter estimation; Physics; Polynomials; Stochastic systems; auxiliary model; convergence properties; martingale convergence theorem; recursive identification; stochastic gradient;
Conference_Titel :
Computer Engineering and Technology (ICCET), 2010 2nd International Conference on
Conference_Location :
Chengdu
Print_ISBN :
978-1-4244-6347-3
DOI :
10.1109/ICCET.2010.5485437
