Title :
Stochastic gradient algorithm for state space system with d-step delay
Author :
Ya Gu ; Rui Ding
Author_Institution :
Key Lab. of Adv. Process Control for Light Ind. (Minist. of Educ.), Jiangnan Univ., Wuxi, China
fDate :
May 31 2014-June 2 2014
Abstract :
This paper researches parameter and state estimation problems for linear systems with d-step delay. Combining the linear transformation and the property of the shift operator, the canonical state space model with d-step delay is transformed into an identification model. The stochastic gradient algorithm is raised to identify the parameter vectors. Finally, an example is presented to validate the given algorithms.
Keywords :
delay systems; gradient methods; linear systems; state estimation; state-space methods; stochastic processes; canonical state space model; d-step delay; linear systems; linear transformation; parameter estimation problems; parameter vector identification; shift operator property; state estimation problems; state space system; stochastic gradient algorithm; Computational modeling; Heuristic algorithms; Mathematical model; Signal processing algorithms; Stochastic processes; Vectors; State space models; Stochastic gradient algorithm; Time-delay;
Conference_Titel :
Control and Decision Conference (2014 CCDC), The 26th Chinese
Conference_Location :
Changsha
Print_ISBN :
978-1-4799-3707-3
DOI :
10.1109/CCDC.2014.6852484
