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Multi-innovation stochastic gradient algorithm for multiple-input single-output systems using the auxiliary model

delete2009-10-01
delete231
PRE
AI
Y
Yanjun Liu *
Y
Yongsong Xiao
赵
赵学亮 (Xueliang Zhao)
DOI:10.1016/j.amc.2009.07.012delete
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Abstract

Abstract

En 中文
In order to reduce computational burden and improve the convergence rate of identification algorithms, an auxiliary model based multi-innovation stochastic gradient (AM-MISG) algorithm is derived for the multiple-input single-output systems by means of the auxiliary model identification idea and multi-innovation identification theory. The basic idea is to replace the unknown outputs of the fictitious subsystems in the information vector with the outputs of the auxiliary models and to present an auxiliary model based stochastic gradient algorithm, and then to derive the AM-MISG algorithm by expanding the scalar innovation to innovation vector and introducing the innovation length. The simulation example shows that the proposed algorithms work quite well. (C) 2009 Elsevier Inc. All rights reserved.
Keywords:
Parameter estimation
Multi-innovation identification theory
Auxiliary models
Stochastic gradient
Output error systems
Multivariable systems

Journal

Applied Mathematics and Computation cover
Applied Mathematics and Computation
IF:
3.4
Papers:
2.3W
Citations:
3.3W

Organization

J
Jiangnan University
Scholars:
3.9W
Papers: 2.7W
Citations: 4.7W
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