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Auxiliary Model Based Multi-innovation Stochastic Gradient Identification Methods for Hammerstein Output-Error System
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作者 冯启亮 贾立 李峰 《Journal of Donghua University(English Edition)》 EI CAS 2017年第1期53-59,共7页
Special input signals identification method based on the auxiliary model based multi-innovation stochastic gradient algorithm for Hammerstein output-error system was proposed.The special input signals were used to rea... Special input signals identification method based on the auxiliary model based multi-innovation stochastic gradient algorithm for Hammerstein output-error system was proposed.The special input signals were used to realize the identification and separation of the Hammerstein model.As a result,the identification of the dynamic linear part can be separated from the static nonlinear elements without any redundant adjustable parameters.The auxiliary model based multi-innovation stochastic gradient algorithm was applied to identifying the serial link parameters of the Hammerstein model.The auxiliary model based multi-innovation stochastic gradient algorithm can avoid the influence of noise and improve the identification accuracy by changing the innovation length.The simulation results show the efficiency of the proposed method. 展开更多
关键词 Hammerstein output-error system special input signals auxiliary model based multi-innovation stochastic gradient algorithm innovation length
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CARMA模型多新息增广随机梯度参数估计算法的收敛性 被引量:5
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作者 于丽 刘艳君 丁锋 《系统工程与电子技术》 EI CSCD 北大核心 2009年第6期1446-1449,共4页
将多新息辨识理论用于研究CARMA模型的参数估计问题。首先用估计残差来代替信息向量中的不可测噪声项,导出了CARMA模型的增广随机梯度算法,进一步把标量新息推广为新息向量,导出了相应的多新息增广随机梯度辨识算法,并利用鞅收敛定理分... 将多新息辨识理论用于研究CARMA模型的参数估计问题。首先用估计残差来代替信息向量中的不可测噪声项,导出了CARMA模型的增广随机梯度算法,进一步把标量新息推广为新息向量,导出了相应的多新息增广随机梯度辨识算法,并利用鞅收敛定理分析了多新息增广随机梯度算法的收敛性。最后的仿真结果验证了该算法的有效性。 展开更多
关键词 参数估计 多新息辨识 随机梯度 收敛性 鞅收敛定理
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