Multi-innovation stochastic gradient parameter and state estimation algorithm for dual-rate state-space systems with d-step time delay
Summary: This paper presents a multi-innovation stochastic gradient parameter estimation algorithm for dual-rate sampled state-space systems with \(d\)-step time delay by the multi-innovation identification theory. Considering the stochastic disturbance in industrial process and using the gradient search, a multi-innovation stochastic gradient algorithm is proposed through expanding the scalar innovation into an innovation vector in order to obtain more accurate parameter estimates. The difficulty of identification is that the information vector in the identification model contains the unknown states. The proposed algorithm uses the state estimates of the observer instead of the state variables to realize the parameter estimation. The simulation results indicate that the proposed algorithm works well.
- Parameter estimation for a multivariable state space system with \(d\)-step state-delay
- Multi-innovation stochastic gradient algorithms for dual-rate sampled systems with preload nonlinearity
- A least squares identification algorithm for a state space model with multi-state delays
- Several gradient parameter estimation algorithms for dual-rate sampled systems
- Hierarchical multi-innovation stochastic gradient identification algorithm for estimating a bilinear state-space model with moving average noise
- A dynamic event-triggeredH∞control for singular Markov jump systems with redundant channels
- A Regularized Variable Projection Algorithm for Separable Nonlinear Least Squares Problems
- Adaptive parameter estimation for a general dynamical system with unknown states
- Aitken based modified Kalman filtering stochastic gradient algorithm for dual-rate nonlinear models
- An efficient hierarchical identification method for general dual-rate sampled-data systems
- Combined state and least squares parameter estimation algorithms for dynamic systems
- Dynamic event-based finite-time mixed \(H_\infty\) and passive asynchronous filtering for T-S fuzzy singular Markov jump systems with general transition rates
- Gradient estimation algorithms for the parameter identification of bilinear systems using the auxiliary model
- Gradient iterative algorithm for dual-rate nonlinear systems based on a novel particle filter
- Hierarchical Least Squares Identification for Linear SISO Systems With Dual-Rate Sampled-Data
- Hierarchical multi-innovation stochastic gradient algorithm for Hammerstein nonlinear system modeling
- Hierarchical parameter and state estimation for bilinear systems
- Highly computationally efficient state filter based on the delta operator
- Improved rough k-means clustering algorithm based on weighted distance measure with Gaussian function
- LDG method for reaction-diffusion dynamical systems with time delay
- Model recovery for Hammerstein systems using the auxiliary model based orthogonal matching pursuit method
- Model recovery for Hammerstein systems using the hierarchical orthogonal matching pursuit method
- Moving horizon estimation for multirate systems with time-varying time-delays
- Observation and stabilization of LTV systems with time-varying measurement delay
- Parameter estimation with scarce measurements
- Parametric solutions to generalized periodic Sylvester bimatrix equations
- Partially Coupled Stochastic Gradient Identification Methods for Non-Uniformly Sampled Systems
- Particle filtering based parameter estimation for systems with output-error type model structures
- Reconstruction of continuous-time systems from their non-uniformly sampled discrete-time systems
- Simultaneous Input and State Estimation for Linear Time-Varying Continuous-Time Stochastic Systems
- State space model identification of multirate processes with time-delay using the expectation maximization
- The filtering‐based maximum likelihood iterative estimation algorithms for a special class of nonlinear systems with autoregressive moving average noise using the hierarchical identification principle
- The innovation algorithms for multivariable state-space models
- Variational Bayesian approach for ARX systems with missing observations and varying time-delays
- Weighted parameter estimation for Hammerstein nonlinear ARX systems
- An auxiliary model based least squares algorithm for a dual-rate state space system with time-delay using the data filtering
- State space model identification of multirate processes with time-delay using the expectation maximization
- Multi-innovation stochastic gradient algorithms for dual-rate sampled systems with preload nonlinearity
- A least squares identification algorithm for a state space model with multi-state delays
- Parameter estimation for a multivariable state space system with \(d\)-step state-delay
- Performance analysis of the auxiliary-model-based multi-innovation stochastic Newton recursive algorithm for dual-rate systems
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