Abstract
This paper develops a stochastic gradient-based modified particle filter algorithm for an auto regressivee xogenous (ARX) model with nonlinear communication output submodel. The outputs of the ARX model are transmitted over a nonlinear communication network, while the outputs of the communication network are available. Based on the modified particle filter and the available outputs, the outputs of the ARX model can be computed, and then the unknown parameters can be estimated by the stochastic gradient algorithm. The simulation results demonstrate that the stochastic gradient-based particle filter algorithm is effective.
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