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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Main Authors: Ya Gu, Quanmin Zhu, Jicheng Liu, Peiyi Zhu, Yongxin Chou
Format: Article
Language:English
Published: Wiley 2020-01-01
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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