Stochastic gradient algorithm for a dual-rate Box-Jenkins model based on auxiliary model and FIR model

被引：0
|
作者：
Jing CHEN [1 ]
Ruifeng DING [2 ]
机构：
[1] School of Science,Jiangnan University
[2] School of Internet of Things Engineering,Jiangnan
来源：
JournalofZhejiangUniversity-ScienceC(Computers&Electronics) | 2014年 / 15卷 / 02期
关键词：
D O I：
暂无
中图分类号：
O211.6 [随机过程];
学科分类号：
摘要：
Based on the work in Ding and Ding(2008),we develop a modifed stochastic gradient(SG)parameter estimation algorithm for a dual-rate Box-Jenkins model by using an auxiliary model.We simplify the complex dual-rate Box-Jenkins model to two fnite impulse response(FIR)models,present an auxiliary model to estimate the missing outputs and the unknown noise variables,and compute all the unknown parameters of the system with colored noises.Simulation results indicate that the proposed method is efective.
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收藏
页码：147 / 152
页数：6
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