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

• 作 者: Jing CHEN Rui-feng DING
• 机 构: School of Science, Jiangnan University, Wuxi 214122, China“,”School of Internet of Things Engineerin
• 出 处: 浙江大学学报（英文版）（C辑：计算机与电子）
• 发表日期: 2014年2期
• 关键词: Parameter estimation Auxiliary model Dual-rate system Stochastic gradient Box-Je

Based on the work in Ding and Ding (2008), we develop a modifi ed 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 fi nite 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 effective.