Share:


Data filtering based stochastic gradient algorithms for multivariable CARAR-like systems

    Dongqing Wang Affiliation
    ; Tong Shan Affiliation
    ; Rui Ding Affiliation

Abstract

This paper considers identification problems for a multivariable controlled autoregressive system with autoregressive noises. A hierarchical generalized stochastic gradient algorithm and a filtering based hierarchical stochastic gradient algorithm are presented to estimate the parameter vectors and parameter matrix of such multivariable colored noise systems, by using the hierarchical identification principle. The simulation results show that the proposed hierarchical gradient estimation algorithms are effective.

Keyword : parameter identification, mathematical model, error estimates

How to Cite
Wang, D., Shan, T., & Ding, R. (2013). Data filtering based stochastic gradient algorithms for multivariable CARAR-like systems. Mathematical Modelling and Analysis, 18(3), 374-385. https://doi.org/10.3846/13926292.2013.804889
Published in Issue
Jun 1, 2013
Abstract Views
507
PDF Downloads
371
Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.