• DocumentCode
    2457683
  • Title

    On the residual based stochastic gradient algorithm for dual-rate sampled-data systems using the polynomial transform technique

  • Author

    Liao, Yuwu ; Wang, Dongqing ; Chen, Xiaoming ; Ding, Feng

  • Author_Institution
    Dept. of Phys. & Electron. Inf. Technol., Xiangfan Univ., Xiangfan, China
  • fYear
    2009
  • fDate
    10-12 June 2009
  • Firstpage
    3184
  • Lastpage
    3187
  • Abstract
    This paper uses the polynomial transformation technique to transform an ARX model into a special model that can be identified with dual-rate input-output data, and presents the residual based stochastic gradient algorithm for dual-rate sampled-data systems, and studies convergence properties of the algorithm involved. The analysis indicates that the parameter estimation error consistently converges to zero under some proper conditions. Finally, we test the algorithms proposed in paper by a simulation example and show their effectiveness.
  • Keywords
    autoregressive processes; convergence of numerical methods; error analysis; gradient methods; parameter estimation; polynomials; sampled data systems; auto-regression model; convergence property; dual-rate sampled-data system; exogenous input; parameter estimation error; polynomial transform technique; residual based stochastic gradient algorithm; Automatic control; Convergence; Educational institutions; Equations; Parameter estimation; Polynomials; Stochastic systems; System identification; Testing; Time varying systems;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 2009. ACC '09.
  • Conference_Location
    St. Louis, MO
  • ISSN
    0743-1619
  • Print_ISBN
    978-1-4244-4523-3
  • Electronic_ISBN
    0743-1619
  • Type

    conf

  • DOI
    10.1109/ACC.2009.5159808
  • Filename
    5159808