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Fractional gradient descent algorithm for switching models using self-organizing maps: One set data or all the collected data

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  • Tang, Jia

Abstract

This paper proposes two fractional gradient descent algorithms for switching models. Each submodel is assigned a weight which can determine the identity of the submodel in each sampling instant. By using the fractional gradient descent algorithms, the parameters of each submodel can be obtained, and then the weights of all the submodels can be estimated based on the self-organizing maps method. These two algorithms can deal with different kinds of switching models on a case by case basis. In addition, compared with the traditional identification algorithms, the proposed methods have two advantages: (1) has faster convergence rates; (2) has less computational efforts. Simulation example demonstrates the effectiveness of the proposed methods.

Suggested Citation

  • Tang, Jia, 2023. "Fractional gradient descent algorithm for switching models using self-organizing maps: One set data or all the collected data," Chaos, Solitons & Fractals, Elsevier, vol. 172(C).
    • Handle: RePEc:eee:chsofr:v:172:y:2023:i:c:s0960077923003612
    DOI: 10.1016/j.chaos.2023.113460
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    References listed on IDEAS

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    1. Zhu, Linhe & Tang, Yuxuan & Shen, Shuling, 2023. "Pattern study and parameter identification of a reaction-diffusion rumor propagation system with time delay," Chaos, Solitons & Fractals, Elsevier, vol. 166(C).
    2. Zhou, Yihong & Zhang, Xiao & Ding, Feng, 2022. "Partially-coupled nonlinear parameter optimization algorithm for a class of multivariate hybrid models," Applied Mathematics and Computation, Elsevier, vol. 414(C).
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    Cited by:

    1. Khan, Taimoor Ali & Chaudhary, Naveed Ishtiaq & Khan, Zeshan Aslam & Mehmood, Khizer & Hsu, Chung-Chian & Raja, Muhammad Asif Zahoor, 2024. "Design of Runge-Kutta optimization for fractional input nonlinear autoregressive exogenous system identification with key-term separation," Chaos, Solitons & Fractals, Elsevier, vol. 182(C).

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