DocumentCode :
104541
Title :
Adaptive strategies for parameter estimation of Box–Jenkins systems
Author :
Zahoor Raja, Muhammad Asif ; Chaudhary, Naveed Ishtiaq
Author_Institution :
Dept. of Electr. Eng., COMSATS Inst. of Inf. Technol., Attock, Pakistan
Volume :
8
Issue :
9
fYear :
2014
fDate :
12 2014
Firstpage :
968
Lastpage :
980
Abstract :
This study presents a novel application of fractional adaptive algorithms for parameter identification of Box-Jenkins (BJ) systems. The idea is to adapt the unknown parameter vector of the BJ system by the fractional least mean square (FLMS) algorithm for three different values of the fractional order and then to compare the estimated results with state of the art Volterra least mean square and kernel least mean square adaptive algorithms to validate and verify the correctness of the design scheme. The reliability and effectiveness of the proposed scheme is analysed through the results of the statistical analysis based on sufficient large number of independent runs and it is found that the proposed FLMS algorithm provides consistently accurate and convergent results for BJ systems under different scenarios.
Keywords :
adaptive estimation; least mean squares methods; nonlinear filters; reliability; statistical analysis; BJ system; Box-Jenkins system; FLMS algorithm; Volterra least mean square algorithm; fractional adaptive algorithm; fractional least mean square algorithm; fractional order; kernel least mean square adaptive algorithm; parameter estimation; reliability; statistical analysis; unknown parameter vector;
fLanguage :
English
Journal_Title :
Signal Processing, IET
Publisher :
iet
ISSN :
1751-9675
Type :
jour
DOI :
10.1049/iet-spr.2013.0438
Filename :
6994384
Link To Document :
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