共查询到20条相似文献，搜索用时 359 毫秒
1.
In this paper, two relaxed gradient-based iterative algorithms for solving a class of generalized coupled Sylvester-conjugate matrix equations are proposed. The proposed algorithm is different from the gradient-based iterative algorithm and the modified gradient-based iterative algorithm that are recently available in the literature. With the real representation of a complex matrix as a tool, the sufficient and necessary condition for the convergence factor is determined to guarantee that the iterative solution given by the proposed algorithms converge to the exact solution for any initial matrices. Moreover, some sufficient convergence conditions for the suggested algorithms are presented. Finally, numerical example is provided to illustrate the effectiveness of the proposed algorithms and testify the conclusions suggested in this paper. 相似文献
2.
This paper considers the parameter identification problems of the input nonlinear output-error (IN-OE) systems, that is the Hammerstein output-error systems. In order to overcome the excessive calculation amount of the over-parameterization method of the IN-OE systems. Through applying the hierarchial identification principle and decomposing the IN-OE system into three subsystems with a smaller number of parameters, we present the key term separation auxiliary model hierarchical gradient-based iterative algorithm and the key term separation auxiliary model hierarchical least squares-based iterative algorithm, which are called the key term separation auxiliary model three-stage gradient-based iterative algorithm and the key term separation auxiliary model three-stage least squares-based iterative algorithm. The comparison of the calculation amount and the simulation analysis indicate that the proposed algorithms are effective. 相似文献
3.
《Journal of The Franklin Institute》2014,351(12):5326-5339
This paper researches parameter estimation problems for an input nonlinear system with state time-delay. Combining the linear transformation and the property of the shift operator, the system is transformed into a bilinear parameter identification model. A gradient based and a least squares based iterative parameter estimation algorithms are presented for identifying the state time-delay system. The simulation results confirm that the proposed two algorithms are effective and the least squares based iterative algorithm has faster convergence rates than the gradient based iterative algorithm. 相似文献
4.
Maximum likelihood methods are significant for parameter estimation and system modeling. This paper gives the input-output representation of a bilinear system through eliminating the state variables in it, and derives a maximum likelihood least squares based iterative for identifying the parameters of bilinear systems with colored noises by using the maximum likelihood principle. A least squares based iterative (LSI) algorithm is presented for comparison. It is proved that the maximum of the likelihood function is equivalent to minimize the least squares cost function. The simulation results indicate that the proposed algorithm is effective for identifying bilinear systems and the maximum likelihood LSI algorithm is more accurate than the LSI algorithm. 相似文献
5.
Qinyao Liu Feng Ding Yan Wang Cheng Wang Tasawar Hayat 《Journal of The Franklin Institute》2018,355(15):7643-7663
This paper focuses on the parameter estimation problem of multivariate output-error autoregressive systems. Based on the decomposition technique and the auxiliary model identification idea, we derive a decomposition based auxiliary model recursive generalized least squares algorithm. The key is to divide the system into two fictitious subsystems, the one including a parameter vector and the other including a parameter matrix, and to estimate the two subsystems using the recursive least squares method, respectively. Compared with the auxiliary model based recursive generalized least squares algorithm, the proposed algorithm has less computational burden. Finally, an illustrative example is provided to verify the effectiveness of the proposed algorithms. 相似文献
6.
《Journal of The Franklin Institute》2022,359(18):10688-10725
In this paper, we propose the full-rank and reduced-rank relaxed gradient-based iterative algorithms for solving the generalized coupled Sylvester-transpose matrix equations. We provide analytically the necessary and sufficient condition for the convergence of the proposed iterative algorithm and give explicitly the optimal step size such that the convergence rate of the algorithm is maximized. Some numerical examples are examined to confirm the feasibility and efficiency of the proposed algorithms. 相似文献
7.
在深入分析小波脊原理的基础上,针对数字信号瞬时频率提取精度要求,利用小波脊提取数字信号的瞬时频率,并对方法的初始值设置、解析小波参数设置和估计精度设置等关键问题进行了分析并改进.实际信号实验表明,改进算法鲁棒性明显增强,实用价值较大. 相似文献
8.
Lijuan Liu Yan Wang Cheng Wang Feng Ding Tasawar Hayat 《Journal of The Franklin Institute》2018,355(15):7609-7625
This paper focuses on the parameter estimation problems of multivariate equation-error systems. A recursive generalized extended least squares algorithm is presented as a comparison. Based on the maximum likelihood principle and the coupling identification concept, the multivariate equation-error system is decomposed into several regressive identification models, each of which has only a parameter vector, and a coupled subsystem maximum likelihood recursive least squares identification algorithm is developed for estimating the parameter vectors of these submodels. The simulation example shows that the proposed algorithm is effective and has high estimation accuracy. 相似文献
9.
Feiyan Chen Feng Ding Ling Xu Tasawar Hayat 《Journal of The Franklin Institute》2018,355(7):3381-3398
For multivariable systems with autoregressive moving average noises, we decompose the multivariable system into m subsystems (m denotes the number of outputs) and present a maximum likelihood generalized extended gradient algorithm and a data filtering based maximum likelihood extended gradient algorithm to estimate the parameter vectors of these subsystems. By combining the maximum likelihood principle and the data filtering technique, the proposed algorithms are effective and have computational advantages over existing estimation algorithms. Finally, a numerical simulation example is given to support the developed methods and to show their effectiveness. 相似文献
10.
《Journal of The Franklin Institute》2022,359(17):10145-10171
Considering the colored noises from the process environments, the parameter estimation problems for the feedback nonlinear equation-error systems interfered by moving average noises are addressed in this paper. Due to small computational burden, the gradient search principle is adopted to the feedback nonlinear systems and an overall extended stochastic gradient algorithm is derived for parameter estimation. Introducing the innovation length, the scalar innovation is expanded into the innovation vector and a multi-innovation extended stochastic gradient algorithm is further developed to reach the high estimation accuracy by utilizing more dynamical observed data. Furthermore, to assure the convergence of the proposed algorithms, their convergence properties are analyzed through the stochastic process theory. Finally, the experimental results indicate the effectiveness of the proposed algorithms. 相似文献
11.
介绍原有创新扩散模型及其局限性,根据移动互联网产品特点进行改进,构建适用于迭代产品扩散的改进模型。利用移动互联网产品实际数据对产品迭代扩散改进模型进行实证分析,采用仿真软件中的模拟退火算法进行参数估计和模型拟合,揭示移动互联网产品的迭代扩散特点。对比原有模型和改进模型的拟合效果和预测效果,结果说明产品迭代扩散改进模型对移动互联网产品的拟合效果和预测效果更好。 相似文献
12.
讨论了单输入单输出ARMAX系统在非高斯噪声环境下的参数估计问题。提出了一种基于M估计理论的系统参数动态递推辨识算法,利用函数逼近原理以及矩阵等价变换知识,给出了算法的详细推导过程,分析了M估计用于系统建模的原理,给出了适合在线计算的参数估计递推算法。最后进行了数值仿真,结果表明本文提出的算法具有较强的抗噪能力和良好的收敛性。 相似文献
13.
This paper considers the identification problem of bilinear systems with measurement noise in the form of the moving average model. In particular, we present an interactive estimation algorithm for unmeasurable states and parameters based on the hierarchical identification principle. For unknown states, we formulate a novel bilinear state observer from input-output measurements using the Kalman filter. Then a bilinear state observer based multi-innovation extended stochastic gradient (BSO-MI-ESG) algorithm is proposed to estimate the unknown system parameters. A linear filter is utilized to improve the parameter estimation accuracy and a filtering based BSO-MI-ESG algorithm is presented using the data filtering technique. In the numerical example, we illustrate the effectiveness of the proposed identification methods. 相似文献
14.
This paper uses the filtering technique, transforms a pseudo-linear auto-regressive system into an identification model and presents a new recursive least squares parameter estimation algorithm pseudo-linear auto-regressive systems. The proposed algorithm has a high computational efficiency because the dimensions of its covariance matrices become small compared with the recursive generalized least squares algorithm. 相似文献
15.
《Journal of The Franklin Institute》2019,356(13):7009-7027
In this article, a nonlinear iterative learning controller (NILC) is developed using an iterative dynamic linearization (IDL) and a parameter iterative learning identification technique. First, the ideal NILC is transformed into a linear parameterized form by using a controller-oriented compact form IDL (controller-CFIDL) technique. Then an iterative learning identification approach is presented for tuning the parameters of the proposed controller using real-time I/O data. For the sake of analysis, a linear data model of the nonlinear plant is obtained by using the system-oriented IDL technology and a corresponding system parameter identification algorithm is developed in iteration domain. The convergence analysis is provided for the dynamically linearized nonlinear and nonaffine discrete-time system. The results are further extended by using a controller-oriented partial form iterative dynamic linearization (controller-PFIDL) method to gain a higher-order NILC utilizing additional control information from previous iterations. Simulations of two examples show the effectiveness of the proposed methods. 相似文献
16.
《Journal of The Franklin Institute》2022,359(17):10172-10205
Recently, the sparsity-aware sign subband adaptive filter algorithm with individual-weighting-factors (S-IWF-SSAF) was devised. To accomplish performance enhancement, the variable parameter S-IWF-SSAF (VP-S-IWF-SSAF) algorithm was developed through optimizing the step-size and penalty factor, respectively. Different from the optimization scheme, we devise a family of variable step-size strategy S-IWF-SSAF (VSS-S-IWF-SSAF) algorithms based on the transient model of algorithms via minimizing the mean-square deviation (MSD) on each iteration with some reasonable and frequently adopted assumptions and Price's theorem. And in order to enhance the tracking capability, an effective reset mechanism is also incorporated into the proposed algorithms. It is worth mentioning that the presented algorithms could acquire lower computational requirements and exhibit higher steady-state estimation accuracy obviously and acceptable tracking characteristic in comparison to the VP-S-IWF-SSAF algorithm. In addition, the stable step-size range in the mean and mean square sense and steady-state performance are concluded. And the computational requirements are exhibited as well. Monte-Carlo simulations for system identification and adaptive echo cancellation applications certify the proposed algorithms acquire superior performance in contrast to other related algorithms within various system inputs under impulsive interference environments. 相似文献
17.
This article presents a multi-lagged-input based data-driven adaptive iterative learning control (M-DDAILC) method for nonlinear multiple-input-multiple-output (MIMO) systems by virtue of multi-lagged-input iterative dynamic linearization (IDL). The original nonlinear and non-affine MIMO system is equivalently transformed into a linear input-output incremental counterpart without loss of dynamics. The proposed learning law utilizes the desired trajectory to cancel the influence from iteration-by-iteration variations, as well as additional multi-lagged inputs to improve control performance. The developed iterative estimation law is more effective and also makes estimation of the unknown parameters easier because the dynamics for each parameter to represent are decreased by dividing the system into multiple components in the multi-lagged-input IDL formulation. Moreover, the proposed M-DDAILC does not need an explicit and accurate model. It is proved to be iteratively convergent with rigorous analysis. Both a numerical example and a practical application to a permanent magnet linear motor are provided to verify the validity and applicability of the proposed method. 相似文献
18.
《Journal of The Franklin Institute》2014,351(12):5511-5522
This paper develops a decomposition based least squares iterative identification algorithm for two-input single-output (TISO) systems. The basic idea is to decompose a TISO system into two subsystems and then to identify each subsystem, respectively. Compared with the least squares based iterative algorithm, the proposed algorithm has less computational load. The simulation results indicate that the proposed algorithm is effective. 相似文献
19.
《Journal of The Franklin Institute》2019,356(11):5801-5818
This paper focuses on the recursive parameter estimation methods for the exponential autoregressive (ExpAR) model. Applying the negative gradient search and introducing a forgetting factor, a stochastic gradient and a forgetting factor stochastic gradient algorithms are presented. In order to improve the parameter estimation accuracy and the convergence rate, the multi-innovation identification theory is employed to derive a forgetting factor multi-innovation stochastic gradient algorithm. A simulation example is provided to test the effectiveness of the proposed algorithms. 相似文献
20.
Ting Cui Feng Ding Xiangli Li Tasawar Hayat 《Journal of The Franklin Institute》2019,356(10):5485-5502
This paper focuses on the joint parameter and state estimation issue for observer canonical state-space systems with white noises in state equations and moving average noises in output equations. By means of the Kalman filtering and the gradient search, we derive a Kalman filtering based extended stochastic gradient algorithm. For purpose of achieving the higher parameter estimation accuracy, a Kalman filtering based multi-innovation extended stochastic gradient algorithm is proposed on the basis of the multi-innovation identification theory. Finally, the effectiveness of the proposed algorithms is validated through a numerical example. 相似文献