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Weighted Stochastic Gradient Identification Algorithms for ARX models** This paper was supported by Specialized Research Fund for the Doctoral Program of Higher Education under Grant No. 20132302110053
- Source :
- IFAC-PapersOnLine. 48:1076-1081
- Publication Year :
- 2015
- Publisher :
- Elsevier BV, 2015.
-
Abstract
- In this paper, weighted stochastic gradient (WSG) algorithms for ARX models are proposed by modifying the standard stochastic gradient identification algorithms. In the proposed algorithms, the correction term is a weighted term of the correction terms of the standard SG algorithm in the current and last recursive steps. In addition, a latest estimation based WSG (LE-WSG) algorithm is also established. The convergence performance of the proposed LE-WSG algorithm is then analyzed. It is shown by a numerical example that both the WSG and LE-WSG algorithms can possess faster convergence speed and higher convergence precision compared with the standard SG algorithms if the weighting factor is appropriately chosen.
Details
- ISSN :
- 24058963
- Volume :
- 48
- Database :
- OpenAIRE
- Journal :
- IFAC-PapersOnLine
- Accession number :
- edsair.doi...........dea8e7da84df1139ef3e3e35985d324d