Stochastic gradient with changing forgetting factor-based parameter identification for Wiener systems

Abstract The parameter estimation problem is considered for a class Wiener systems. First, the effect of the forgetting factor on the stochastic gradient algorithm is analyzed. Then, a Wiener system stochastic gradient with a changing forgetting factor algorithm is presented which makes full use of the forgetting factor. Finally, an example is provided to test and verify the effectiveness of the proposed algorithms.

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