Modified stochastic gradient identification algorithms with fast convergence rates

JVC/Journal of Vibration and Control

Volumn 17, Issue 9, 2011, Pages 1281-1286

  Chen, Jing ^a   Ding, Feng ^b  

^a Wuxi Professional College of Science and Technology   (China)

^b JIANGNAN UNIVERSITY   (China)

Author keywords

least squares; parameter estimation; Recursive identification; stochastic gradient

Indexed keywords

CONVERGENCE RATES; FAST CONVERGENCE RATE; IDENTIFICATION ALGORITHMS; LEAST SQUARE; NUMERICAL EXAMPLE; RECURSIVE IDENTIFICATION; STOCHASTIC GRADIENT; STOCHASTIC GRADIENT ALGORITHMS;

ALGORITHMS; ESTIMATION; IDENTIFICATION (CONTROL SYSTEMS); PARAMETER ESTIMATION; STOCHASTIC SYSTEMS;

CONVERGENCE OF NUMERICAL METHODS;

EID: 79960665805     PISSN: 10775463     EISSN: 17412986     Source Type: Journal    
DOI: 10.1177/1077546310376989     Document Type: Article

References (27)

1. Ding F. (2010) System Identification Theory and Methods + Matlab Simulations. Beijing: China Electric Power Press. (In Chinese).
2. Ding F. and Chen T. (2005) Performance bounds of forgetting factor least squares algorithm for time-varying systems with finite measurement data. IEEE Transactions on Circuits and Systems-I: Regular Papers 52 (3). 555-566. (Pubitemid 40466884)
3. Ding F. and Chen T. (2007) Performance analysis of multi-innovation gradient type identification methods. Automatica 43 (1). 1-14. (Pubitemid 44792035)
4. Ding J., Han LL and Chen XM (2010) Time series AR modeling with missing observations based on the polynomial transformation. Mathematical and Computer Modelling 51 (5-6). 527-536.
5. Ding F., Liu PX and Liu G. (2009) Auxiliary model based multi-innovation extended stochastic gradient parameter estimation with colored measurement noises. Signal Processing 89 (10). 1883-1890.
6. Ding F., Liu PX and Yang HZ (2008) Parameter identification and intersample output estimation for dual-rate systems. IEEE Transactions on Systems, Man, and Cybernetics, Part A: Systems and Humans 38 (4). 966-975.
7. Ding F., Qiu L. and Chen T. (2009) Reconstruction of continuous-time systems from their non-uniformly sampled discrete-time systems. Automatica 45 (2). 324-332.
8. Ding J., Shi Y., Wang HG and Ding F. (2010) A modified stochastic gradient based parameter estimation algorithm for dual-rate sampled-data systems. Digital Signal Processing 20 (4). 1238-1249.
9. Goodwin GC and Sin KS (1984) Adaptive Filtering, Prediction and Control. Upper Saddle River, NJ: Prentice-Hall.
10. Guo L. (1993) Time-varying Stochastic Systems - Stability, Estimation and Control. Changchun, China: Jinlin Science and Technology Press. (In Chinese).
11. Han LL and Ding F. (2009) Multi-innovation stochastic gradient algorithms for multi-input multi-output systems. Digital Signal Processing 19 (4). 545-554.
12. Liu YJ, Xiao YS and Zhao XL (2009 a) Multi-innovation stochastic gradient algorithm for multiple-input single-output systems using the auxiliary model. Applied Mathematics and Computation 215 (4). 1477-1483.
13. Liu YJ, Xie L. and Ding F. (2009 b) An auxiliary model-based recursive least squares parameter estimation algorithm for non-uniformly sampled multirate systems. Proceedings of the Institution of Mechanical Engineers, Part I: Journal of Systems and Control Engineering 223 (4). 445-454.
14. Ljung L. (1999) System Identification: Theory for the User (2 nd ed). Englewood Cliffs, NJ: Prentice-Hall.
15. Schoen MP (2008) Application of genetic algorithms to observer Kalman filter identification. Journal of Vibration and Control 14 (7). 971-997.
16. Shi Y. and Yu B. (2009) Output feedback stabilization of networked control systems with random delays modeled by Markov chains. IEEE Transactions on Automatic Control 54 (7). 1668-1674.
17. Wang DQ, Chu YY and Ding F (2010a) Auxiliary model-based RELS and MI-ELS algorithm for Hammerstein OEMA systems. Computers & Mathematics with Applications 59 (9). 3092-3098.
18. Wang DQ, Chu YY, Yang GW and Ding F. (2010 b) Auxiliary model based recursive generalized least squares parameter estimation for Hammerstein OEAR systems. Mathematical and Computer Modelling 52 (1-2). 309-317.
19. Wang DQ and Ding F. (2008) Extended stochastic gradient identification algorithms for Hammerstein-Wiener ARMAX Systems. Computers & Mathematics with Applications 56 (12). 3157-3164.
20. Wang DQ and Ding F. (2010a) Performance analysis of the auxiliary models based multi-innovation stochastic gradient estimation algorithm for output error systems. Digital Signal Processing 20 (3). 750-762.
21. Wang DQ and Ding F. (2010b) Input-output data filtering based recursive least squares parameter estimation for CARARMA systems. Digital Signal Processing 20 (4). 991-999.
22. Wang LY, Xie L and Wang XF (2009) The residual based interactive stochastic gradient algorithms for controlled moving average models. Applied Mathematics and Computation 211 (2). 442-449.
23. Xiao YS, Ding F., Zhou Y., Li M. and Dai JY (2008) On consistency of recursive least squares identification algorithms for controlled auto-regression models. Applied Mathematical Modelling 32 (11). 2207-2215.
24. Xiao YS, Zhang Y., Ding J and Dai JY (2009) The residual based interactive least squares algorithms and simulation studies. Computers & Mathematics with Applications 58 (6). 1190-1197.
25. Xie L., Yang HZ and Ding F. (2010) Modeling and identification for non-uniformly periodically sampled-data systems. IET Control Theory & Applications 4 (5). 784-794.
26. Yan M. and Shi Y. (2008) Robust discrete-time sliding mode control for uncertain systems with time-varying state delay. IET Control Theory & Applications 2 (8). 662-674.
27. Yu L., Zhang JB, Liao YW and Ding J. (2008) Parameter estimation error bounds for Hammerstein finite impulsive response models. Applied Mathematics and Computation 202 (2). 472-480.