| 基于输出估计的多输入系统随机梯度估计算法 |
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| 引用本文： | 丁锋.基于输出估计的多输入系统随机梯度估计算法[J].南京气象学院学报,2010(6):481-488. |
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| 作者姓名： | 丁锋 |
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| 作者单位： | 江南大学物联网工程学院, 无锡 214122 |
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| 基金项目： | 国家自然科学基金(60974043) |
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| 摘 要： | 对于输出误差模型描述的多输入单输出系统,辨识的困难在于辨识模型信息向量中包含系统未知输出量(真实输出或无噪输出),以致标准辨识算法无法应用.提出了利用输出估计代替系统真实输出的辨识思想,即通过估计模型预测(估算)系统输出,利用这个估计输出来递推计算系统参数,进而提出了基于输出估计的随机梯度辨识算法,并研究了算法的收敛性,给出了仿真例子.
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| 关 键 词： | 系统辨识 递推辨识 参数估计 随机梯度 多新息辨识 多变量系统 |
| 收稿时间： | 2010/10/18 0:00:00 |
Stochastic gradient estimation algorithm for multiple-input systems based on the output estimation |
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| DING Feng.Stochastic gradient estimation algorithm for multiple-input systems based on the output estimation[J].Journal of Nanjing Institute of Meteorology,2010(6):481-488. |
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| Authors: | DING Feng |
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| Institution: | School of Internet of Things Engineering, Jiangnan University, Wuxi 214122 |
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| Abstract: | For multiple-input single-output output-error systems,a difficulty is that the information vector in the identification model contains the unknown system outputs (true outputs or noise-free outputs),thus the standard identification algorithm cannot be applied directly.This paper presents a stochastic gradient identification algorithm based on the unknown output estimation.The basic idea is to replace the true output with the output estimate which is predicted/estimated by the estimated model,and also to compute the system parameter estimates by using the output estimates.Convergence of the proposed algorithm is studied and a simulation example is provided. |
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| Keywords: | systemidentification recursiveidentification parameterestimation stochasticgradient multi-innovationidentification multivariablesystems |
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