Weighted hierarchical stochastic gradient identification algorithms for ARX models

DOI10.1080/00207721.2020.1829163MaRDI QIDQ5027992zbMATH OpenOpenAlexFDO

Authors Ruiqi Dong, Ying Zhang, Ai-Guo Wu

Publication date 8 February 2022

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207721.2020.1829163

zbMATH Keywords

parameter identificationsystem identificationconvergence analysis

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

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Cites work

• scientific article; zbMATH DE number 4066707 (Why is no real title available?)
• A multi-innovation generalized extended stochastic gradient algorithm for output nonlinear autoregressive moving average systems
• Convergence analysis of weighted stochastic gradient identification algorithms based on latest-estimation for ARX models
• Convergence of hierarchical stochastic gradient identification for transfer function matrix model
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• Hierarchical gradient based iterative parameter estimation algorithm for multivariable output error moving average systems
• Hierarchical gradient-based identification of multivariable discrete-time systems
• Hierarchical least squares algorithms for single-input multiple-output systems based on the auxiliary model
• Hierarchical multi-innovation stochastic gradient algorithm for Hammerstein nonlinear system modeling
• Hierarchical parameter and state estimation for bilinear systems
• Hierarchical stochastic gradient algorithm and its performance analysis for a class of bilinear-in-parameter systems
• Modified multi-innovation stochastic gradient algorithm for Wiener-Hammerstein systems with backlash
• Multi-innovation stochastic gradient algorithm for multiple-input single-output systems using the auxiliary model
• Performance analysis of multi-innovation gradient type identification methods
• Recursive Identification and Adaptive Prediction in Linear Stochastic Systems
• Signal frequency and parameter estimation for power systems using the hierarchical identification principle
• Some further results on blind identification of MIMO FIR channels via second-order statistics
• The innovation algorithms for multivariable state-space models

Cited in

(8)

• Fractional-based stochastic gradient algorithms for time-delayed ARX models
• A new filter‐based stochastic gradient algorithm for dual‐rate ARX models
• Servo turntable adaptive step size momentum projection identification algorithm based on ARX model
• Parameter identification of ARX models based on modified momentum gradient descent algorithm
• Parameter identification of fractional-order Wiener system based on FF-ESG and GI algorithms
• Momentum‐innovation recursive least squares identification algorithm for a servo turntable system based on the output error model
• Bias-compensated least squares and fuzzy PSO based hierarchical identification of errors-in-variables Wiener systems
• Convergence analysis of weighted stochastic gradient identification algorithms based on latest-estimation for ARX models

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