|Decomposition-based Gradient Estimation Algorithms for Multivariable Equation-error Systems
Xian Lu, Feng Ding*, Ahmed Alsaedi, and Tasawar Hayat
International Journal of Control, Automation, and Systems, vol. 17, no. 8, pp.2037-2045, 2019
Abstract : This paper concerns the parameter identification methods of multivariable equation-error systems. By means of the decomposition technique, the multivariable identification model is transformed into two subidentification models and a decomposition-based stochastic gradient (D-SG) algorithm is presented for estimating the parameters of these two submodels. In order to further improve the convergence rate and the parameter estimation accuracy, we expand the innovation vectors to the innovation matrices and develop a decomposition-based multi-innovation stochastic gradient (D-MISG) algorithm. The simulation results confirm that the D-MISG algorithm can provide more accurate parameter estimates than the D-SG algorithm.
Decomposition technique, equation-error system, gradient search, multi-innovation theory, multivariable system, parameter estimation.