基于输出估计的多输入系统随机梯度估计算法
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国家自然科学基金(60974043)


Stochastic gradient estimation algorithm for multiple-input systems based on the output estimation
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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.

    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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丁锋.基于输出估计的多输入系统随机梯度估计算法[J].南京信息工程大学学报(自然科学版),2010,(6):481-488
DING Feng. Stochastic gradient estimation algorithm for multiple-input systems based on the output estimation[J]. Journal of Nanjing University of Information Science & Technology, 2010,(6):481-488

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  • 收稿日期:2010-10-18

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