Stochastic gradient algorithm for state space system with d-step delay

被引：0
|
作者：
Gu, Ya [1 ]
Ding, Rui [1 ]
机构：
[1] Jiangnan Univ, Minist Educ, Key Lab Adv Proc Control Light Ind, Wuxi 214122, Peoples R China
来源：
26TH CHINESE CONTROL AND DECISION CONFERENCE (2014 CCDC) | 2014年
基金：
中国国家自然科学基金;
关键词：
Stochastic gradient algorithm; State space models; Time-delay; LEAST-SQUARES IDENTIFICATION; DUAL-RATE SYSTEMS; NONUNIFORMLY SAMPLED SYSTEMS; PARAMETER-ESTIMATION; AUXILIARY MODEL; MULTI-INNOVATION; HIERARCHICAL IDENTIFICATION; MULTIVARIABLE SYSTEMS; PERFORMANCE ANALYSIS; CARARMA 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：
This paper researches parameter and state estimation problems for linear systems with d-step delay. Combining the linear transformation and the property of the shift operator, the canonical state space model with d-step delay is transformed into an identification model. The stochastic gradient algorithm is raised to identify the parameter vectors. Finally, an example is presented to validate the given algorithms.
引用
收藏
页码：1924 / 1928
页数：5
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