Adaptation in Stochastic Dynamic Systems—Survey and New Results IV: Seeking Minimum of API in Parame

• 作 者: Innokentiy V. Semushin Julia V
• 机 构: SchoolofMathematicsandInformationTechnology
• 出 处: 通讯、网络与系统学国际期刊(英文)
• 发表日期: 2013年12期
• 关键词: Linear STOCHASTIC Systems Parameter Estimation Model IDENTIFICATION IDENTIFICATI

This paper investigates the problem of seeking minimum of API (Auxiliary Performance Index) in parameters of Data Model instead of parameters of Adaptive Filter in order to avoid the phenomenon of over parameterization. This problem was stated by Semushin