摘要
对于双率采样数据的动态调节模型,利用多项式变换得到一个方程误差自回归滑动平均模型,使用估计的噪声项代替信息向量中的未知噪声,提出了辨识双率系统的广义增广随机梯度算法,以及广义增广遗忘梯度算法。仿真例子说明了提出算法的有效性。
For dynamical adjustment models with dual-rate sampled data,using the polynomial transformation technique leads to an equation-error autoregressive moving average model and by replacing the unknown noise terms in the information vector with their estimates,a generalized extended stochastic gradient algorithm and a generalized extended forgetting gradient algorithm are presented for identifying dual-rate systems.The simulation results indicate that the proposed algorithms are effective.
出处
《科学技术与工程》
2010年第35期8830-8833,共4页
Science Technology and Engineering
基金
国家自然科学基金(60973043)资助
关键词
递推辨识
参数估计
随机梯度
recursive identification parameter estimation stochastic gradient