Exhaustive Search and Power-Based Gradient Descent Algorithms for Time-Delayed FIR Models

In this study, two modified gradient descent (GD) algorithms are proposed for time-delayed models. To estimate the parameters and time-delay simultaneously, a redundant rule method is introduced, which turns the time-delayed model into an augmented model. Then, two GD algorithms can be used to ident...

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Bibliographic Details
Main Authors: Hua Chen, Yuejiang Ji
Format: Article
Language:English
Published: Wiley 2022-01-01
Series:Complexity
Online Access:http://dx.doi.org/10.1155/2022/9244890
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Summary:In this study, two modified gradient descent (GD) algorithms are proposed for time-delayed models. To estimate the parameters and time-delay simultaneously, a redundant rule method is introduced, which turns the time-delayed model into an augmented model. Then, two GD algorithms can be used to identify the time-delayed model. Compared with the traditional GD algorithms, these two modified GD algorithms have the following advantages: (1) avoid a high-order matrix eigenvalue calculation, thus, are more efficient for large-scale systems; (2) have faster convergence rates, therefore, are more practical in engineering practices. The convergence properties and simulation examples are presented to illustrate the efficiency of the two algorithms.
ISSN:1099-0526