Modified stochastic gradient identification algorithms with fast convergence rates

DOI10.1177/1077546310376989zbMATH Open1271.93043OpenAlexW1999968114MaRDI QIDQ2846337FDOQ2846337

Authors: Jing Chen, Feng Ding 

Publication date: 5 September 2013

Published in: Journal of Vibration and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/1077546310376989

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zbMATH Keywords

parameter estimationleast squaresstochastic gradientrecursive identification

Mathematics Subject Classification ID

System identification (93B30) Least squares and related methods for stochastic control systems (93E24)

Cites Work

• Multi-innovation stochastic gradient algorithm for multiple-input single-output systems using the auxiliary model
• Output Feedback Stabilization of Networked Control Systems With Random Delays Modeled by Markov Chains
• Performance analysis of multi-innovation gradient type identification methods
• The residual based interactive stochastic gradient algorithms for controlled moving average models
• Time series AR modeling with missing observations based on the polynomial transformation
• Performance bounds of forgetting factor least-squares algorithms for time-varying systems with finite measurement data
• Reconstruction of continuous-time systems from their non-uniformly sampled discrete-time systems
• On consistency of recursive least squares identification algorithms for controlled auto-regression models
• Auxiliary model based multi-innovation extended stochastic gradient parameter estimation with colored measurement noises
• Auxiliary model based recursive generalized least squares parameter estimation for Hammerstein OEAR systems
• Extended stochastic gradient identification algorithms for Hammerstein-Wiener ARMAX systems
• Auxiliary model-based RELS and MI-ELS algorithm for Hammerstein OEMA systems
• The residual based interactive least squares algorithms and simulation studies
• Parameter estimation error bounds for Hammerstein nonlinear finite impulsive response models
• Application of genetic algorithms to observer Kalman filter identification

Cited In (18)

• Two-stage least squares based iterative identification algorithm for controlled autoregressive moving average (CARMA) systems
• Novel parameter estimation method for the systems with colored noises by using the filtering identification idea
• Gradient-based iterative identification for Wiener nonlinear dynamic systems with moving average noises
• Hierarchical least squares based iterative estimation algorithm for multivariable Box-Jenkins-like systems using the auxiliary model
• Multi-step-length gradient iterative method for separable nonlinear least squares problems.
• Multi-step-length gradient iterative algorithm for equation-error type models
• Maximum likelihood least squares identification for systems with autoregressive moving average noise
• Convergence analysis of forgetting factor least squares algorithm for ARMAX time-delay models
• On the interplay between acceleration and identification for the proximal gradient algorithm
• Performance analysis of multi-innovation gradient type identification methods
• Identification of Hammerstein systems with continuous nonlinearity
• Parameter identification methods for an additive nonlinear system
• Nonlinear output feedback control of a flexible link using adaptive neural network: stability analysis
• Parameter identification of ARX models based on modified momentum gradient descent algorithm
• Modified Kalman filtering based multi-step-length gradient iterative algorithm for ARX models with random missing outputs
• Some stochastic gradient algorithms for Hammerstein systems with piecewise linearity
• Nonlinear output feedback control of a flexible link using adaptive neural network: controller design
• Convergence of a modified algorithm of fast probabilistic modeling

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