The nonlinear rational model is a generalized nonlinear model and has been gradually applied in modelling many dynamic processes. The parameter identification of a class of nonlinear rational models is studied in this...
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The nonlinear rational model is a generalized nonlinear model and has been gradually applied in modelling many dynamic processes. The parameter identification of a class of nonlinear rational models is studied in this paper. This identification problem is very challenging because of the complexity of the rational model and the coupling between model inputs and outputs. To identify the nonlinear model, a bias compensated multi-innovation stochastic gradient algorithm is presented. The multi-innovation technique replacing the scalar innovation with an information vector is adopted to accelerate the traditional stochastic gradient algorithm. However, the estimate obtained by the accelerated algorithm is biased because of the correlation between the information vector and the noise. To overcome this difficulty, a bias compensation strategy is used. The bias is calculated and compensated to get an unbiased estimate. Theoretical analysis shows that the proposed algorithm can give biased estimates with linear complexity. The proposed algorithm is validated by a numerical experiment and the modelling of the propylene catalytic oxidation.
In this paper, a new recognition method is deduced based on the theory of model equivalence in order to modify the parameter estimation for the multi-input nonlinear equation-error autoregressive moving average(Multi-...
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ISBN:
(纸本)9789811504747;9789811504730
In this paper, a new recognition method is deduced based on the theory of model equivalence in order to modify the parameter estimation for the multi-input nonlinear equation-error autoregressive moving average(Multi-variable) system. Using the theory of model equivalence, using the auxiliary model to handle the colored noise, the proposed algorithm reduces the number of unknown noise items in the recognition model information vector and achieves better recognition accuracy. For comparison, we use the recursive generalized extended least squares (RGELS) algorithm. To confirm the effectiveness of the algorithm, an example is shown.
In this paper, we discuss the identification problem of multi-input output-error moving average systems. A filtering based multi-innovation stochastic gradient algorithm with forgetting factors is derived by using the...
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ISBN:
(纸本)9781538629185
In this paper, we discuss the identification problem of multi-input output-error moving average systems. A filtering based multi-innovation stochastic gradient algorithm with forgetting factors is derived by using the filtering technique with the multi-innovation identification theory, and a multi-innovation extended stochastic gradient algorithm is given for *** simulation results confirm that the proposed algorithms can generate highly accurate parameter estimates compared with the multi-innovation stochastic gradient algorithm.
Mean-square-error (MSE) and minimum-error-entropy (MEE) criteria play significant roles in adaptive filtering and learning theory. Nevertheless, both the criteria have their respective shortcomings. In this paper, we ...
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ISBN:
(纸本)1424403316
Mean-square-error (MSE) and minimum-error-entropy (MEE) criteria play significant roles in adaptive filtering and learning theory. Nevertheless, both the criteria have their respective shortcomings. In this paper, we propose a more general and effective stochastic gradient algorithm under joint criterion of MSE and MEE, and derive the approximate upper bound for the step size in the adaptive linear neuron (ADALINE) training. In particular, we demonstrate the superiority of this joint adaptive algorithm by applying it into system identification with radial basis function (RBF) networks.
In this paper, we study the parameters identification problem of Permanent Magnet Synchronous Motor(PMSM) in steady state. First, the controlled auto-regressive(CAR) model of PMSM is established. Secondly, based on th...
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ISBN:
(纸本)9781538629185
In this paper, we study the parameters identification problem of Permanent Magnet Synchronous Motor(PMSM) in steady state. First, the controlled auto-regressive(CAR) model of PMSM is established. Secondly, based on the obtained CAR model, an improved stochastic gradient algorithm is proposed to identify the electrical parameters of PMSM. By introducing a tuning parameter in the presented algorithm, the current estimation for the unknown PMSM parameters is updated by using the information not only in the current step but also in the previous step. In addition, a convergence result is provided for the developed algorithm. Finally, an example is given to show the advantage of the proposed algorithm for the parameters identification of PMSM.
This paper researches parameter and state estimation problems for linear systems with d-step delay. Combining the linear transformation and the property of the shift operator, the canonical state space model with d-st...
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This paper researches parameter and state estimation problems for linear systems with d-step delay. Combining the linear transformation and the property of the shift operator, the canonical state space model with d-step delay is transformed into an identification model. The stochastic gradient algorithm is raised to identify the parameter ***, an example is presented to validate the given algorithms.
In this paper, we propose a novel stochastic gradient algorithm for efficient adaptive filtering. The basic idea is to sparsity the initial error vector and maximize the benefits from the sparsification under computat...
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In this paper, we propose a novel stochastic gradient algorithm for efficient adaptive filtering. The basic idea is to sparsity the initial error vector and maximize the benefits from the sparsification under computational constraints. To this end, we formulate the task of algorithm-design as a constrained optimization problem and derive its (non-trivial) closed-form solution. The computational constraints, are formed by focusing on the fact that the energy of the sparsified error vector concentrates at the first few components. The numerical examples demonstrate that the proposed algorithm achieves the convergence as fast as the computationally expensive method based on the optimization without the computational constraints.
Distribution network operation is becoming more challenging because of the growing integration of intermit-tent and volatile distributed energy resources (DERs). This motivates the development of new distribution syst...
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Distribution network operation is becoming more challenging because of the growing integration of intermit-tent and volatile distributed energy resources (DERs). This motivates the development of new distribution system state estimation (DSSE) paradigms that can operate at fast timescale based on real-time data stream of asynchronous measurements enabled by modern information and communications technology. To solve the real-time DSSE with asynchronous measurements effectively and accurately, this paper formulates a weighted least squares DSSE problem and proposes an online stochastic gradient algorithm to solve it. The performance of the proposed scheme is analytically guaranteed and is numerically corroborated with realistic data on IEEE 123-bus feeder.
This paper addresses the issue of identifying ship motion parameters and wave peak frequency. Utilising the Euler discretisation principle, we establish a discrete-time auto-regressive moving average model with exogen...
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This paper addresses the issue of identifying ship motion parameters and wave peak frequency. Utilising the Euler discretisation principle, we establish a discrete-time auto-regressive moving average model with exogenous input (ARMAX) for the ship-wave system. Furthermore, we develop a filtering-based stochastic gradient algorithm for the system by applying filtering techniques and auxiliary model identification idea. A filtering-based multiinnovation stochastic gradient algorithm, utilizing the multi-innovation identification theory, was developed to enhance the convergence rate and accuracy of parameter identification. This approach was found to be more effective than the filtering-based stochastic gradient algorithm. Simulation results validate the efficacy of the proposed algorithm in parameter identification.
In order to implement multidimensional scaling (MDS) efficiently, we propose a new method named "global mapping analysis" (GMA), which applies stochastic approximation to minimizing MDS criteria. GMA can sol...
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In order to implement multidimensional scaling (MDS) efficiently, we propose a new method named "global mapping analysis" (GMA), which applies stochastic approximation to minimizing MDS criteria. GMA can solve MDS more efficiently in both the linear case (classical MDS) and non-linear one (e.g., ALSCAL) if only the MDS criteria are polynomial. GMA separates the polynomial criteria into the local factors and the global ones. Because the global factors need to be calculated only once in each iteration, GMA is of linear order in the number of objects. Numerical experiments on artificial data verify the efficiency of GMA. It is also shown that GMA can find out various interesting structures from massive document collections.
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