Latest estimation based recursive stochastic gradient identification algorithms for ARX models

被引：0

作者：

Wu, Ai-Guo ^{[1
]}

Fu, Fang-Zhou ^{[1
]}

Teng, Yu ^{[1
]}

机构：

[1] Shenzhen Grad Sch Shenzhen, Harbin Inst Technol, Shenzhen 518055, Peoples R China

来源：

2015 34TH CHINESE CONTROL CONFERENCE (CCC) | 2015年

关键词：

Latest estimation; stochastic gradient; hierarchical identification; SYSTEMS;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

A modified recursive stochastic gradient identification algorithm is presented for ARX models. In the presented algorithm, the hierarchical identification principle is first used, and then the unknown true parameters are replaced by their latest estimation. The convergence analysis of the proposed algorithm is given. In addition, a simulation example is employed to show the advantage of the proposed identification algorithms in convergence rates and estimation accuracy compared with some existing algorithms.

引用

页码：2033 / 2038

页数：6

共 14 条

[1]

Chen J., 2010, J VIB CONTROL

[2] Stochastic gradient algorithm for a dual-rate Box-Jenkins model based on auxiliary model and FIRmodel [J].

Chen, Jing ;

Ding, Rui-feng .

JOURNAL OF ZHEJIANG UNIVERSITY-SCIENCE C-COMPUTERS & ELECTRONICS, 2014, 15 (02) :147-152

[3] Hierarchical gradient-based identification of multivariable discrete-time systems [J].

Ding, F ;

Chen, TW .

AUTOMATICA, 2005, 41 (02) :315-325

[4] Performance analysis of multi-innovation gradient type identification methods [J].

Ding, Feng ;

Chen, Tongwen .

AUTOMATICA, 2007, 43 (01) :1-14

[5] Partially Coupled Stochastic Gradient Identification Methods for Non-Uniformly Sampled Systems [J].

Ding, Feng ;

Liu, Guangjun ;

Liu, Xiaoping Peter .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2010, 55 (08) :1976-1981

[6]

Ding Feng, 1999, Journal of Tsinghua University (Science and Technology), V39, P83

[7] A modified stochastic gradient based parameter estimation algorithm for dual-rate sampled-data systems [J].

Ding, Jie ;

Shi, Yang ;

Wang, Huigang ;

Ding, Feng .

DIGITAL SIGNAL PROCESSING, 2010, 20 (04) :1238-1247

[8] Time series AR modeling with missing observations based on the polynomial transformation [J].

Ding, Jie ;

Han, Lili ;

Chen, Xiaoming .

MATHEMATICAL AND COMPUTER MODELLING, 2010, 51 (5-6) :527-536

[9] RECURSIVE-IDENTIFICATION AND ADAPTIVE PREDICTION IN LINEAR STOCHASTIC-SYSTEMS [J].

LAI, TL ;

YING, ZL .

SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1991, 29 (05) :1061-1090

[10] Multi-innovation Extended Stochastic Gradient Algorithm and Its Performance Analysis [J].

Liu, Yanjun ;

Yu, Li ;

Ding, Feng .

CIRCUITS SYSTEMS AND SIGNAL PROCESSING, 2010, 29 (04) :649-667

← 1 2 →