A new filter‐based stochastic gradient algorithm for dual‐rate ARX models

DOI10.1002/ACS.2930MaRDI QIDQ4562532zbMATH OpenOpenAlexFDO

Authors Jing Chen, Yanjun Liu, Ling Xu

Publication date 21 December 2018

Published in International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/acs.2930

zbMATH Keywords

auxiliary modeldual-rate systemnew filterparameter estimationstochastic gradient

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12)

Recommendations

• Convergence of stochastic gradient estimation algorithm for multivariable ARX-like systems
• Aitken based modified Kalman filtering stochastic gradient algorithm for dual-rate nonlinear models
• Weighted hierarchical stochastic gradient identification algorithms for ARX models
• Fractional-based stochastic gradient algorithms for time-delayed ARX models
• Optimal rates for multi-pass stochastic gradient methods
• On stochastic accelerated gradient with convergence rate
• Stochastic dual coordinate ascent methods for regularized loss minimization
• On stochastic accelerated gradient with convergence rate of regression learning
• Convergence analysis of weighted stochastic gradient identification algorithms based on latest-estimation for ARX models
• Interval Error Correction Auxiliary Model Based Gradient Iterative Algorithms for Multirate ARX Models

Cited in

(12)

• Aitken based modified Kalman filtering stochastic gradient algorithm for dual-rate nonlinear models
• A novel reduced-order algorithm for rational models based on Arnoldi process and Krylov subspace
• Stochastic average gradient algorithm for multirate FIR models with varying time delays using self-organizing maps
• Highly computationally efficient state filter based on the delta operator
• Outlier robust identification of dual‐rate Hammerstein models in the presence of unmodeled dynamics
• Identification of the nonlinear systems based on the kernel functions
• Identification of dual‐rate sampled errors‐in‐variables systems with time delays
• The data filtering based multiple‐stage Levenberg–Marquardt algorithm for Hammerstein nonlinear systems
• The Nesterov accelerated gradient algorithm for auto-regressive exogenous models with random lost measurements: interpolation method and auxiliary model method
• Recursive least squares estimation methods for a class of nonlinear systems based on non-uniform sampling
• Improved least-squares identification for multiple-output non-linear stochastic systems
• Multi-direction gradient iterative algorithm for dual-rate sampled-data systems based on polynomial transformation

This page was built for publication: A new filter‐based stochastic gradient algorithm for dual‐rate ARX models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4562532)