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Multi-Innovation Stochastic Gradient Parameter and State Estimation Algorithm for Dual-Rate State-Space Systems with - Step Time Delay

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  • Ya Gu
  • Quanmin Zhu
  • Jicheng Liu
  • Peiyi Zhu
  • Yongxin Chou

Abstract

This paper presents a multi-innovation stochastic gradient parameter estimation algorithm for dual-rate sampled state-space systems with - step time delay by the multi-innovation identification theory. Considering the stochastic disturbance in industrial process and using the gradient search, a multi-innovation stochastic gradient algorithm is proposed through expanding the scalar innovation into an innovation vector in order to obtain more accurate parameter estimates. The difficulty of identification is that the information vector in the identification model contains the unknown states. The proposed algorithm uses the state estimates of the observer instead of the state variables to realize the parameter estimation. The simulation results indicate that the proposed algorithm works well.

Suggested Citation

  • Ya Gu & Quanmin Zhu & Jicheng Liu & Peiyi Zhu & Yongxin Chou, 2020. "Multi-Innovation Stochastic Gradient Parameter and State Estimation Algorithm for Dual-Rate State-Space Systems with - Step Time Delay," Complexity, Hindawi, vol. 2020, pages 1-11, July.
    • Handle: RePEc:hin:complx:6128697
    DOI: 10.1155/2020/6128697
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