Parameter Identification of ARX Models Based on Modified Momentum Gradient Descent Algorithm

被引：16
|
作者：
Tu, Quan [1 ]
Rong, Yingjiao [2 ]
Chen, Jing [1 ]
机构：
[1] Jiangnan Univ, Sch Sci, Wuxi 214122, Jiangsu, Peoples R China
[2] Sci & Technol Near Surface Detect Lab, Wuxi 214028, Jiangsu, Peoples R China
来源：
COMPLEXITY | 2020年 / 2020卷
基金：
中国国家自然科学基金;
关键词：
LEAST-SQUARES ALGORITHM; ITERATIVE ESTIMATION; SYSTEMS; RECOVERY; STATE;
D O I：
10.1155/2020/9537075
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
The parameter estimation problem of the ARX model is studied in this paper. First, some traditional identification algorithms are briefly introduced, and then a new parameter estimation algorithm-the modified momentum gradient descent algorithm-is developed. Two gradient directions with their corresponding step sizes are derived in each iteration. Compared with the traditional parameter identification algorithms, the modified momentum gradient descent algorithm has a faster convergence rate. A simulation example shows that the proposed algorithm is effective.
引用
收藏
页数：11
相关论文
共 50 条
  • [31] Generative adversarial networks with stochastic gradient descent with momentum algorithm for video-based facial expression
    Cherian A.K.
    Vaidhehi M.
    Arshey M.
    Briskilal J.
    Simpson S.V.
    International Journal of Information Technology, 2024, 16 (6) : 3703 - 3722
  • [32] Process Identification Using Hammerstein Model with Gradient Descent Algorithm
    Chakraborty, Anirban
    Patra, Sankar Narayan
    2014 INTERNATIONAL CONFERENCE ON CONTROL, INSTRUMENTATION, ENERGY & COMMUNICATION (CIEC), 2014, : 738 - 742
  • [33] A stochastic gradient-based two-step sparse identification algorithm for multivariate ARX systems
    Fu, Yanxin
    Zhao, Wenxiao
    CONTROL THEORY AND TECHNOLOGY, 2024, 22 (02) : 213 - 221
  • [34] CONVERGENCE ANALYSIS OF WEIGHTED STOCHASTIC GRADIENT IDENTIFICATION ALGORITHMS BASED ON LATEST-ESTIMATION FOR ARX MODELS
    Wu, Ai-Guo
    Fu, Fang-Zhou
    Dong, Rui-Qi
    ASIAN JOURNAL OF CONTROL, 2019, 21 (01) : 509 - 519
  • [35] Blind multiuser detector for DS/CDMA channels based on the modified stochastic gradient descent algorithm
    Mukherjee, A
    Teh, KC
    Gunawan, E
    2001 IEEE INTERNATIONAL CONFERENCE ON COMMUNICATIONS, VOLS 1-10, CONFERENCE RECORD, 2001, : 1431 - 1435
  • [36] A modified stochastic gradient descent algorithm for view-based SLAM using omnidirectional images
    Valiente, David
    Gil, Arturo
    Fernandez, Lorenzo
    Reinoso, Oscar
    INFORMATION SCIENCES, 2014, 279 : 326 - 337
  • [37] An Atomic Norm Minimization Framework for Identification of Parameter Varying Nonlinear ARX Models
    Singh, Rajiv
    Sznaier, Mario
    Ljung, Lennart
    IFAC PAPERSONLINE, 2019, 52 (28): : 1 - 6
  • [38] Adaptive CDKF Based on Gradient Descent With Momentum and Its Application to POS
    Gong, Xiaolin
    Ding, Xiaoshuang
    IEEE SENSORS JOURNAL, 2021, 21 (14) : 16201 - 16212
  • [39] Clustered Federated Learning Based on Momentum Gradient Descent for Heterogeneous Data
    Zhao, Xiaoyi
    Xie, Ping
    Xing, Ling
    Zhang, Gaoyuan
    Ma, Huahong
    ELECTRONICS, 2023, 12 (09)
  • [40] Robust Identification of Switching Markov ARX Models Using EM Algorithm
    Fan, Lei
    Kodamana, Hariprasad
    Huang, Biao
    IFAC PAPERSONLINE, 2017, 50 (01): : 9772 - 9777
12345