Stochastic Gradient Estimation Algorithm for a class of Dual-Rate Stochastic Systems

摘要：

In this paper studies modeling and identification problems for multirate systems with colored noises, to solve the difficulty of identification models, a new extended stochastic gradient recursive algorithm for estimating parameters of dual-rate sampled-data systems with colored measurement noises is presented. The basic idea is to use an auxiliary model to estimate the unknown output of system, and directly to identify the parameters of the underlying fast single-rate model from the dual-rate input-output data. It is shown than the parameter estimates converge to their true values for stationary, the result is illustrated and tested by using simulation.

关键词： Dual-rate systems Parameter estimation Auxiliary models Stochastic gradient

作者: Cui Guimei Guan Yinghui Zhang Yong

作者单位: School of Information Engineering, Inner Mongolia University of Science and Technology BaoTou, China

会议类型: 国际会议

会议名称: 2010 IEEE 10th International Conference on Signal Processing(第十届信号处理国际会议 ICSP 2010)

会议地点: 北京

会议语种:英文

页码: 159-163

在线出版日期: 2010-08-24（万方平台首次上网日期，不代表论文的发表时间）