Based on the work in Ding and Ding(2008),we develop a modifed stochastic gradient(SG)parameter estimation algorithm for a dual-rate Box-Jenkins model by using an auxiliary model.We simplify the complex dual-rate Box-J...Based on the work in Ding and Ding(2008),we develop a modifed stochastic gradient(SG)parameter estimation algorithm for a dual-rate Box-Jenkins model by using an auxiliary model.We simplify the complex dual-rate Box-Jenkins model to two fnite impulse response(FIR)models,present an auxiliary model to estimate the missing outputs and the unknown noise variables,and compute all the unknown parameters of the system with colored noises.Simulation results indicate that the proposed method is efective.展开更多
基金Project supported by the National Natural Science Foundation of China(No.60973043)the Natural Science Foundation of Jiangsu Province,China(No.BK20131109)
文摘Based on the work in Ding and Ding(2008),we develop a modifed stochastic gradient(SG)parameter estimation algorithm for a dual-rate Box-Jenkins model by using an auxiliary model.We simplify the complex dual-rate Box-Jenkins model to two fnite impulse response(FIR)models,present an auxiliary model to estimate the missing outputs and the unknown noise variables,and compute all the unknown parameters of the system with colored noises.Simulation results indicate that the proposed method is efective.
