多新息随机梯度学习辨识算法.PDF

, , 310023 E-mail: mxsun@zjut.edu.cn : , 2 , . , , . , . : , , , , Multi-innovation Stochastic Gradient Learning Identification Algorithm Bi Hongbo Sun Mingxuan He Haigang College of Information Engineering, Zhejiang University of Technology Hangzhou 310023, China E-mail: mxsun@zjut.edu.cn Abstract: This paper presents 2-degrees-of-freedom multi-innovation learning identification methods for a class of stochastic systems with time-varying parametric uncertainties. The systems undertaken perform tasks repetitively over a pre-specified finite-time interval, and several multi-innovation stochastic gradient learning identification algorithms are derived on the basis of the repetitive operations. Numerical results are presented to demonstrate the effectiveness of the proposed multi-innovation stochastic gradient learning identification algorithms. Key Words: learning identification, recursive identification, multi-innovation, stochastic gradient, stochastic time-varying sys- tems 1 (Introduction) , . , 2 , , . , , . , . [1−4] , [5−11] . 2 (Multi-innovation , [12]. in Learning Identification ) , , [3,4,13]. , , (), . , . , , , . . , ,