کد مقاله کد نشریه سال انتشار مقاله انگلیسی ترجمه فارسی نسخه تمام متن
4977357 1451925 2018 10 صفحه PDF سفارش دهید دانلود کنید
عنوان انگلیسی مقاله ISI
Identification for Hammerstein nonlinear ARMAX systems based on multi-innovation fractional order stochastic gradient
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر پردازش سیگنال
پیش نمایش صفحه اول مقاله
Identification for Hammerstein nonlinear ARMAX systems based on multi-innovation fractional order stochastic gradient
چکیده انگلیسی


- The fractional order gradient method is improved.
- Muti-innovation fractional order stochastic gradient algorithm is proposed.
- Variable gradient order and forgetting factor for step size and is developed to improve the convergence performance.

A multi-innovation fractional order stochastic gradient (MIFOSG) algorithm, which involves a variable initial value scheme, is investigated to identify the Hammerstein nonlinear ARMAX systems in this paper. Firstly, according to an improved fractional order gradient method, the MIFOSG algorithm is proposed. Furthermore, according to the martingale convergence theorem, the convergence analysis of the proposed algorithm is developed. In addition, for the purpose of improving the convergence performance, a forgetting factor on step size and a variable gradient order are introduced. Given a sufficiently large number of independent runs, the effectiveness of the proposed algorithm is demonstrated in two numerical examples finally.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Signal Processing - Volume 142, January 2018, Pages 1-10
نویسندگان
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