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Performance analysis of the generalised projection identification for time-varying systems
Authors
Ding F.
Ding F.
+10 more
Ding F.
Feng Ding
Goodwin G.C.
Guo L.
Ling Xu
Lozano L.R.
Mu H.Q.
Quanmin Zhu
Su X.
Zhao S.
Publication date
12 December 2016
Publisher
'Institution of Engineering and Technology (IET)'
Doi
Cite
Abstract
© The Institution of Engineering and Technology 2016. The least mean square methods include two typical parameter estimation algorithms, which are the projection algorithm and the stochastic gradient algorithm, the former is sensitive to noise and the latter is not capable of tracking the timevarying parameters. On the basis of these two typical algorithms, this study presents a generalised projection identification algorithm (or a finite data window stochastic gradient identification algorithm) for time-varying systems and studies its convergence by using the stochastic process theory. The analysis indicates that the generalised projection algorithm can track the time-varying parameters and requires less computational effort compared with the forgetting factor recursive least squares algorithm. The way of choosing the data window length is stated so that the minimum parameter estimation error upper bound can be obtained. The numerical examples are provided
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UWE Bristol Research Repository
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