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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Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Wiley
2022-01-01
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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. |
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ISSN: | 1099-0526 |