Data Filtering-Based Multi-innovation Stochastic Gradient Algorithm for Nonlinear Output Error Autoregressive Systems

Circuits, Systems, and Signal Processing - Tập 35 - Trang 651-667 - 2015
Yawen Mao1, Feng Ding1
1Key Laboratory of Advanced Process Control for Light Industry (Ministry of Education), Jiangnan University, Wuxi, People’s Republic of China

Tóm tắt

This paper discusses the parameter estimation problems of nonlinear output error autoregressive systems and presents a data filtering-based multi-innovation stochastic gradient algorithm for improving the parameter estimation accuracy of the stochastic gradient algorithm by combining the multi-innovation identification theory and the data filtering technique. The proposed algorithm is effective and can generate highly accurate parameter estimates compared with the multi-innovation stochastic gradient algorithm. The simulation results confirm this conclusion.

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