Performance Analysis of the Auxiliary Model-Based Stochastic Gradient Parameter Estimation Algorithm for State-Space Systems with One-Step State Delay

被引：61
|
作者：
Ding, Feng [1 ,2 ]
Gu, Ya [2 ]
机构：
[1] Jiangnan Univ, Key Lab Adv Proc Control Light Ind, Minist Educ, Wuxi 214122, Peoples R China
[2] Jiangnan Univ, Control Sci & Engn Res Ctr, Wuxi 214122, Peoples R China
来源：
CIRCUITS SYSTEMS AND SIGNAL PROCESSING | 2013年 / 32卷 / 02期
基金：
中国国家自然科学基金;
关键词：
Parameter estimation; Stochastic gradient; State space system; Auxiliary model identification; IDENTIFICATION METHODS; CONVERGENCE; DESIGN;
D O I：
10.1007/s00034-012-9463-5
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
How to use the observation data to build the mathematical models of time-delay systems and how to estimate the parameters of the obtained models are important for studying the laws of motion of systems. This paper presents an auxiliary model-based stochastic gradient parameter estimation algorithm and studies its convergence for the input-output representation for state-space systems with one-step delays, by means of the auxiliary model identification idea. The simulation results indicate that the proposed algorithm can effectively estimate the parameters of the systems.
引用
收藏
页码：585 / 599
页数：15
相关论文
共 50 条
  • [1] Performance Analysis of the Auxiliary Model-Based Stochastic Gradient Parameter Estimation Algorithm for State-Space Systems with One-Step State Delay
    Feng Ding
    Ya Gu
    [J]. Circuits, Systems, and Signal Processing, 2013, 32 : 585 - 599
  • [2] Performance analysis of the auxiliary model-based least-squares identification algorithm for one-step state-delay systems
    Ding, Feng
    Gu, Ya
    [J]. INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2012, 89 (15) : 2019 - 2028
  • [3] Multi-Innovation Stochastic Gradient Parameter and State Estimation Algorithm for Dual-Rate State-Space Systems with d-Step Time Delay
    Gu, Ya
    Zhu, Quanmin
    Liu, Jicheng
    Zhu, Peiyi
    Chou, Yongxin
    [J]. COMPLEXITY, 2020, 2020
  • [4] Parameter and State Estimation Algorithm for a State Space Model with a One-unit State Delay
    Gu, Ya
    Lu, Xianling
    Ding, Ruifeng
    [J]. CIRCUITS SYSTEMS AND SIGNAL PROCESSING, 2013, 32 (05) : 2267 - 2280
  • [5] Parameter and State Estimation Algorithm for a State Space Model with a One-unit State Delay
    Ya Gu
    Xianling Lu
    Ruifeng Ding
    [J]. Circuits, Systems, and Signal Processing, 2013, 32 : 2267 - 2280
  • [6] Robust maximum-likelihood parameter estimation of stochastic state-space systems based on EM algorithm
    Zhong Lusheng(National Laboratory of Industrial Control Technology
    [J]. Progress in Natural Science:Materials International, 2007, (09) : 1095 - 1103
  • [7] Robust maximum-likelihood parameter estimation of stochastic state-space systems based on EM algorithm
    Zhong Lusheng
    [J]. PROGRESS IN NATURAL SCIENCE-MATERIALS INTERNATIONAL, 2007, 17 (09) : 1095 - 1103
  • [8] STATE-SPACE MODEL-BASED PARAMETER-ESTIMATION METHODS AND SOME APPLICATIONS
    RAO, BD
    [J]. ADVANCED ALGORITHMS AND ARCHITECTURES FOR SIGNAL PROCESSING IV, 1989, 1152 : 257 - 264
  • [9] Stochastic gradient algorithm for state space system with d-step delay
    Gu, Ya
    Ding, Rui
    [J]. 26TH CHINESE CONTROL AND DECISION CONFERENCE (2014 CCDC), 2014, : 1924 - 1928
  • [10] Performance analysis of auxiliary model based Stochastic gradient parameter estimation for MIMO systems under weak conditions
    Ding, Feng
    Chen, Xiaowei
    Wang, Jinhai
    [J]. DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES A-MATHEMATICAL ANALYSIS, 2006, 13 : 993 - 997
12345