Multi-Innovation Stochastic Gradient Parameter and State Estimation Algorithm for Dual-Rate State-Space Systems with d-Step Time Delay
This paper presents a multi-innovation stochastic gradient parameter estimation algorithm for dual-rate sampled state-space systems with d-step time delay by the multi-innovation identification theory. Considering the stochastic disturbance in industrial process and using the gradient search, a mult...
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Format: | Article |
Language: | English |
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Wiley
2020-01-01
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Series: | Complexity |
Online Access: | http://dx.doi.org/10.1155/2020/6128697 |
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author | Ya Gu Quanmin Zhu Jicheng Liu Peiyi Zhu Yongxin Chou |
author_facet | Ya Gu Quanmin Zhu Jicheng Liu Peiyi Zhu Yongxin Chou |
author_sort | Ya Gu |
collection | DOAJ |
description | This paper presents a multi-innovation stochastic gradient parameter estimation algorithm for dual-rate sampled state-space systems with d-step time delay by the multi-innovation identification theory. Considering the stochastic disturbance in industrial process and using the gradient search, a multi-innovation stochastic gradient algorithm is proposed through expanding the scalar innovation into an innovation vector in order to obtain more accurate parameter estimates. The difficulty of identification is that the information vector in the identification model contains the unknown states. The proposed algorithm uses the state estimates of the observer instead of the state variables to realize the parameter estimation. The simulation results indicate that the proposed algorithm works well. |
format | Article |
id | doaj-art-fb54a1235beb4cc88be0f36d7ec21feb |
institution | Kabale University |
issn | 1076-2787 1099-0526 |
language | English |
publishDate | 2020-01-01 |
publisher | Wiley |
record_format | Article |
series | Complexity |
spelling | doaj-art-fb54a1235beb4cc88be0f36d7ec21feb2025-02-03T05:52:28ZengWileyComplexity1076-27871099-05262020-01-01202010.1155/2020/61286976128697Multi-Innovation Stochastic Gradient Parameter and State Estimation Algorithm for Dual-Rate State-Space Systems with d-Step Time DelayYa Gu0Quanmin Zhu1Jicheng Liu2Peiyi Zhu3Yongxin Chou4School of Electrical Engineering and Automation, Changshu Institute of Technology, Changshu 215500, Jiangsu, ChinaDepartment of Engineering Design and Mathematics, University of the West of England, Bristol BS16 1QY, UKSchool of Electrical Engineering and Automation, Changshu Institute of Technology, Changshu 215500, Jiangsu, ChinaSchool of Electrical Engineering and Automation, Changshu Institute of Technology, Changshu 215500, Jiangsu, ChinaSchool of Electrical Engineering and Automation, Changshu Institute of Technology, Changshu 215500, Jiangsu, ChinaThis paper presents a multi-innovation stochastic gradient parameter estimation algorithm for dual-rate sampled state-space systems with d-step time delay by the multi-innovation identification theory. Considering the stochastic disturbance in industrial process and using the gradient search, a multi-innovation stochastic gradient algorithm is proposed through expanding the scalar innovation into an innovation vector in order to obtain more accurate parameter estimates. The difficulty of identification is that the information vector in the identification model contains the unknown states. The proposed algorithm uses the state estimates of the observer instead of the state variables to realize the parameter estimation. The simulation results indicate that the proposed algorithm works well.http://dx.doi.org/10.1155/2020/6128697 |
spellingShingle | Ya Gu Quanmin Zhu Jicheng Liu Peiyi Zhu Yongxin Chou Multi-Innovation Stochastic Gradient Parameter and State Estimation Algorithm for Dual-Rate State-Space Systems with d-Step Time Delay Complexity |
title | Multi-Innovation Stochastic Gradient Parameter and State Estimation Algorithm for Dual-Rate State-Space Systems with d-Step Time Delay |
title_full | Multi-Innovation Stochastic Gradient Parameter and State Estimation Algorithm for Dual-Rate State-Space Systems with d-Step Time Delay |
title_fullStr | Multi-Innovation Stochastic Gradient Parameter and State Estimation Algorithm for Dual-Rate State-Space Systems with d-Step Time Delay |
title_full_unstemmed | Multi-Innovation Stochastic Gradient Parameter and State Estimation Algorithm for Dual-Rate State-Space Systems with d-Step Time Delay |
title_short | Multi-Innovation Stochastic Gradient Parameter and State Estimation Algorithm for Dual-Rate State-Space Systems with d-Step Time Delay |
title_sort | multi innovation stochastic gradient parameter and state estimation algorithm for dual rate state space systems with d step time delay |
url | http://dx.doi.org/10.1155/2020/6128697 |
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