Search

Abstract: This paper considers connections between the cost functions of some parameter identification methods for system modelling, including the well known projection algorithm, stochastic gradient (SG) algorithm and recursive least squares (RLS) algorithm, and presents a modified SG algorithm by introducing the convergence index and a multi-innovation projection algorithm, a multi-innovation SG algorithm and a multi-innovation RLS algorithm by introducing the innovation length, aiming at improving the convergence rate of the SG and RLS algorithms. Furthermore, this paper derives an interval-varying multi-innovation SG and an interval-varying multi-innovation RLS algorithm in order to deal with missing data cases. [Copyright &y& Elsevier]

Abstract: This paper presents a new technique for designing IIR filters that have minimum deviation from equiripple response. The algorithm is also able to find transfer functions with unequal numerator and denominator orders, which are suitable for both digital and analog IIR sampled-data realizations. Elliptic filters are produced as a particular case, when equal numerator and denominator orders are specified. Pole-zero mapping is used for scalar update of optimization parameters, thereby reducing the algorithm complexity. Zeros are structurally allocated on the unit circumference for efficient stopband shaping. Moreover, filter stability is easily enforced by restricting the radii of the poles to be lower than 1. A Taylor series expansion is employed to determine the step size of the parameter updates. The proposed approach is based on evaluations of partial cost functions to avoid local minima, and hence increase the robustness and the convergence rate of the optimization process. Design examples are shown to illustrate the efficacy of the proposed design technique, compared to alternative design techniques. [Copyright &y& Elsevier]

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]