Modified stochastic gradient identification algorithms with fast convergence rates

DOI10.1177/1077546310376989zbMath1271.93043OpenAlexW1999968114MaRDI QIDQ2846337

Feng Ding, Jing Chen

Publication date: 5 September 2013

Published in: Journal of Vibration and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/1077546310376989

zbMATH Keywords

recursive identificationparameter estimationleast squaresstochastic gradient

Mathematics Subject Classification ID

System identification (93B30) Least squares and related methods for stochastic control systems (93E24)

Related Items (12)

Multi-step-length gradient iterative algorithm for equation-error type models ⋮ Convergence analysis of forgetting factor least squares algorithm for ARMAX time-delay models ⋮ Modified Kalman filtering based multi-step-length gradient iterative algorithm for ARX models with random missing outputs ⋮ Hierarchical least squares based iterative estimation algorithm for multivariable Box-Jenkins-like systems using the auxiliary model ⋮ Maximum likelihood least squares identification for systems with autoregressive moving average noise ⋮ Some stochastic gradient algorithms for Hammerstein systems with piecewise linearity ⋮ Two-stage least squares based iterative identification algorithm for controlled autoregressive moving average (CARMA) systems ⋮ Gradient-based iterative identification for Wiener nonlinear dynamic systems with moving average noises ⋮ Parameter identification methods for an additive nonlinear system ⋮ Nonlinear output feedback control of a flexible link using adaptive neural network: stability analysis ⋮ Nonlinear output feedback control of a flexible link using adaptive neural network: controller design ⋮ Identification of Hammerstein systems with continuous nonlinearity

Cites Work

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• The residual based interactive least squares algorithms and simulation studies
• Time series AR modeling with missing observations based on the polynomial transformation
• Auxiliary model-based RELS and MI-ELS algorithm for Hammerstein OEMA systems
• On consistency of recursive least squares identification algorithms for controlled auto-regression models
• Reconstruction of continuous-time systems from their non-uniformly sampled discrete-time systems
• The residual based interactive stochastic gradient algorithms for controlled moving average models
• Auxiliary model based multi-innovation extended stochastic gradient parameter estimation with colored measurement noises
• Multi-innovation stochastic gradient algorithm for multiple-input single-output systems using the auxiliary model
• Extended stochastic gradient identification algorithms for Hammerstein-Wiener ARMAX systems
• Application of Genetic Algorithms to Observer Kalman Filter Identification
• Performance bounds of forgetting factor least-squares algorithms for time-varying systems with finite measurement data
• Output Feedback Stabilization of Networked Control Systems With Random Delays Modeled by Markov Chains

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