Stochastic gradient with changing forgetting factor-based parameter identification for Wiener systems
Stochastic gradient with changing forgetting factor-based parameter identification for Wiener systems
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DOI：
10.1016/j.aml.2014.03.003
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发表时间：
2014-07
期刊：
影响因子：
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通讯作者：
Junpeng Li;C. Hua;Yinggan Tang;X. Guan
中科院分区：
文献类型：
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作者：
Junpeng Li;C. Hua;Yinggan Tang;X. Guan
研究了一类Wiener系统的参数估计问题。首先分析了遗忘因子对随机梯度算法的影响。在此基础上，提出了一种变遗忘因子的维纳系统随机梯度算法，该算法充分利用了遗忘因子的特性。最后通过一个算例验证了算法的有效性。
The parameter estimation problem is considered for a class Wiener systems. First, the effect of the forgetting factor on the stochastic gradient algorithm is analyzed. Then, a Wiener system stochastic gradient with a changing forgetting factor algorithm is presented which makes full use of the forgetting factor. Finally, an example is provided to test and verify the effectiveness of the proposed algorithms.