1. A modified stochastic gradient based parameter estimation algorithm for dual-rate sampled-data systems
- Author
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Ding, Jie, Shi, Yang, Wang, Huigang, and Ding, Feng
- Subjects
- *
STOCHASTIC processes , *PARAMETER estimation , *ALGORITHMS , *POLYNOMIALS , *STOCHASTIC convergence , *MATHEMATICAL transformations , *MATHEMATICAL models of engineering - Abstract
Abstract: In this paper, we propose a novel identification algorithm for a class of dual-rate sampled-data systems whose input–output data are measured by two different sampling rates. A polynomial transformation technique is employed to derive a mathematical model for such dual-rate systems. The proposed modified stochastic gradient algorithm has faster convergence rate than stochastic gradient algorithms for parameter identification using the dual-rate input–output data. Convergence properties of the algorithm are analyzed. Finally, illustrative and comparison examples are provided to verify the effectiveness and performance improvement of the proposed method. [Copyright &y& Elsevier]
- Published
- 2010
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