@inproceedings{92acea82562144fe8b89b5c8d639b05e,
title = "Maximum likelihood based multi-innovation stochastic gradient estimation for controlled autoregressive ARMA systems using the data filtering technique",
abstract = "This paper considers parameter estimation problems of a controlled autoregressive ARMA system. We decompose this system into two subsystems, use the data filtering technique to derive a maximum likelihood multi-innovation stochastic gradient algorithm. The simulation results show that the proposed algorithm has a higher computational efficiency than the maximum likelihood gradient algorithm and the filtering-based maximum likelihood stochastic gradient algorithm.",
keywords = "Filtering, Maximum likelihood, Parameter estimation, Stochastic gradient",
author = "Feiyan Chen and Feng Ding",
note = "Publisher Copyright: {\textcopyright} 2014 IEEE.; 2014 11th World Congress on Intelligent Control and Automation, WCICA 2014 ; Conference date: 29-06-2014 Through 04-07-2014",
year = "2015",
month = mar,
day = "2",
doi = "10.1109/WCICA.2014.7053747",
language = "English",
series = "Proceedings of the World Congress on Intelligent Control and Automation (WCICA)",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
number = "March",
pages = "5993--5998",
booktitle = "Proceeding of the 11th World Congress on Intelligent Control and Automation, WCICA 2014",
edition = "March",
}