Multi-innovation stochastic gradient identification methods

Proceedings of the World Congress on Intelligent Control and Automation (WCICA)

Volumn 1, Issue , 2006, Pages 1501-1505

  Ding, Feng ^a   Chen, Tongwen ^b  

^a JIANGNAN UNIVERSITY   (China)

^b UNIVERSITY OF ALBERTA   (Canada)

Author keywords

Convergence properties; Parameter estimation; Recursive identification; Stochastic gradient methods; Stochastic processes

Indexed keywords

ALGORITHMS; RANDOM PROCESSES; STOCHASTIC CONTROL SYSTEMS;

CONVERGENCE PROPERTIES; RECURSIVE IDENTIFICATION; STOCHASTIC GRADIENT METHODS;

PARAMETER ESTIMATION;

EID: 34047225326     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/WCICA.2006.1712600     Document Type: Conference Paper

References (4)

1. G.C. Goodwin, K.S. Sin, Adaptive filtering, prediction and Control, Englewood Cliffs, NJ: Prentice-Hall, 1984
2. L. Ljung, System identification: theory for the user, (2nd ed). Englewood Cliffs, NJ: Prentice-Hall, 1999.
3. F. Ding, T. Ding, J.B. Yang, Y.M. Xu, "Convergence of forgetting gradient estimation algorithm for time-varying parameters," Acta Automatica Sinica, vol. 28, no. 6, pp. 962-968, 2002.
4. F. Ding, T. Chen, "Performance bounds of forgetting factor least squares algorithm for time-varying systems with finite measurement data," IEEE Transactions on Circuit and Systems-I: Regular papers, vol. 52, no. 3, pp. 555-566, 2005.