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
Link To Document