The gradient algorithm for parameter and output estimation for dual-rate CARARMA systems ⋆

نویسندگان

  • Huizhong Yang
  • Jun Tian
چکیده

A recursive generalized extended stochastic forgetting gradient algorithm is used to identify the dual-rate stochastic systems based on the polynomial transformation technique. A time-varying forgetting factor is included to improve the rate of convergence. The intersample output estimation algorithm is also studied in the paper. Finally, a simulation example shows that the algorithm is excellent effective in parameter identification and output estimation.

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تاریخ انتشار 2008