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Convergence Analysis of Forgetting Factor Least Squares Algorithm for ARMAX Time-Delay Models.
- Source :
-
Circuits, Systems & Signal Processing . Jan2023, Vol. 42 Issue 1, p405-430. 26p. - Publication Year :
- 2023
-
Abstract
- In this paper, the estimation problem is considered for both sample delay and coefficients of ARMAX model. An extended recursive least squares algorithm is derived by minimizing a quadratic cost function. However, the solution of the optimization problem returns a real value for the sample delay. To overcome this difficulty, the rounding properties are used to transform the integer nonlinear problem into a real optimization problem. In addition, consistency of the estimates with their convergence rates are established under the persistent excitation condition. Finally, experimental results on semi-batch reactor are presented to illustrate the performance of the proposed method. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 0278081X
- Volume :
- 42
- Issue :
- 1
- Database :
- Academic Search Index
- Journal :
- Circuits, Systems & Signal Processing
- Publication Type :
- Academic Journal
- Accession number :
- 161136080
- Full Text :
- https://doi.org/10.1007/s00034-022-02128-x