Title :
Parameter identification to an approximated function of the Weierstrass approximation formula
Author :
Tang, Jia ; Chen, Jing ; Zhou, Xiaoying
Author_Institution :
Wuxi Prof. Coll. of Sci. & Technol., Wuxi, China
Abstract :
In Weierstrass approximation theorem, a continuous function can be approximated by an algebraic polynomial. In this paper, we use the stochastic gradient identification algorithm and the recursive least squares algorithm to estimate the parameters of the algebraic polynomial. In order to improve the convergence rate and the computational effort, two modified stochastic gradient algorithms are given. The proposed approaches are illustrated by a simulation example.
Keywords :
convergence of numerical methods; gradient methods; least squares approximations; polynomial approximation; recursive estimation; stochastic processes; Weierstrass approximation formula; algebraic polynomial; computational effort; continuous function; convergence rate; modified stochastic gradient identification algorithm; parameter estimation; recursive least squares algorithm; Algorithm design and analysis; Approximation algorithms; Convergence; Least squares approximation; Parameter estimation; Polynomials; Identification model; Parameter estimation; Recursive least squares; Stochastic gradient; Weierstrass approximation theorem;
Conference_Titel :
Control and Decision Conference (CCDC), 2012 24th Chinese
Conference_Location :
Taiyuan
Print_ISBN :
978-1-4577-2073-4
DOI :
10.1109/CCDC.2012.6244146