Fluctuation analysis of stochastic gradient identification of polynomial Wiener systems

被引：6

作者：

Celka, P ^{[1
]}

Bershad, NJ

Vesin, JM

机构：

[1] Univ Queensland, Signal Proc Res Ctr, Brisbane, Qld, Australia

[2] Univ Calif Irvine, Dept Elect Commun Engn, Irvine, CA 92717 USA

[3] Swiss Fed Inst Technol, Dept Elect Engn, Signal Proc Lab, CH-1015 Lausanne, Switzerland

来源：

IEEE TRANSACTIONS ON SIGNAL PROCESSING | 2000年 / 48卷 / 06期

关键词：

adaptive stochastic gradient; nonlinear system identification; polynomial Wiener models;

D O I：

10.1109/78.845945

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：

This correspondence presents analytical results and Monte Carlo simulations for the fluctuation behavior of a stochastic gradient adaptive identification scheme. This scheme identifies a polynomial Wiener system (linear FIR filter followed by a static polynomial nonlinearity) for noisy output observations. The analysis includes 1) bounds and a recursion for the misadjustment matrix and 2) algorithm mean square stability regions. A diagonal step-size matrix for the adaptive coefficients is introduced to speed up convergence. The theoretical predictions of the fluctuation analysis are supported bg Monte Carlo simulations.

引用

页码：1820 / 1825

页数：6

共 50 条

[41] Identification of FIR Wiener systems with unknown, non-invertible, polynomial non-linearities
Lacy, SL
Bernstein, DS
[J]. INTERNATIONAL JOURNAL OF CONTROL, 2003, 76 (15) : 1500 - 1507
[42] On the Identification of Monotone Wiener Systems
Pelckmans, Kristiaan
[J]. 49TH IEEE CONFERENCE ON DECISION AND CONTROL (CDC), 2010, : 7208 - 7213
[43] On nonparametric identification of Wiener systems
Pawlak, Miroslaw
Hasiewicz, Zygmunt
Wachel, Pawel
[J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2007, 55 (02) : 482 - 492
[44] NONPARAMETRIC IDENTIFICATION OF WIENER SYSTEMS
GREBLICKI, W
[J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 1992, 38 (05) : 1487 - 1493
[45] Polynomial stochastic hybrid systems
Hespanha, JP
[J]. HYBRID SYSTEMS: COMPUTATION AND CONTROL, 2005, 3414 : 322 - 338
[46] Stochastic cumulant analysis of MDOF systems with polynomial type nonlinearities
Papadimitriou, C
Lutes, LD
[J]. PROBABILISTIC ENGINEERING MECHANICS, 1996, 11 (01) : 1 - 13
[47] Particle Swarm Optimization Iterative Identification Algorithm and Gradient Iterative Identification Algorithm for Wiener Systems with Colored Noise
Li, Junhong
Li, Xiao
[J]. COMPLEXITY, 2018,
[48] Polynomial filtering and identification of discrete-time nonlinear uncertain stochastic systems
Germani, Alfredo
Manes, Costanzo
Palumbo, Pasquale
[J]. 2005 44TH IEEE CONFERENCE ON DECISION AND CONTROL & EUROPEAN CONTROL CONFERENCE, VOLS 1-8, 2005, : 1917 - 1922
[49] Stochastic gradient identification for hammerstein systems with non-uniformly sampling
Zheng Enxing
Liu Ranran
Jiang Yifeng
Sun Yuxia
Ni FuYin
[J]. COMPUTER SYSTEMS SCIENCE AND ENGINEERING, 2016, 31 (06): : 439 - 444
[50] Stochastic gradient identification algorithm and its convergence for feedback nonlinear systems
Wei C.
Xu L.
Ding F.
[J]. Kongzhi Lilun Yu Yingyong/Control Theory and Applications, 2023, 40 (10): : 1757 - 1764

← 1 2 3 4 5 →