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
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;
Conference_Titel :
American Control Conference, 2009. ACC '09.
Conference_Location :
St. Louis, MO
Print_ISBN :
978-1-4244-4523-3
Electronic_ISBN :
0743-1619
DOI :
10.1109/ACC.2009.5159808