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Exhaustive Search and Power-Based Gradient Descent Algorithms for Time-Delayed FIR Models

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  • Hua Chen
  • Yuejiang Ji
  • Daniele Salvati

Abstract

In this study, two modified gradient descent (GD) algorithms are proposed for time-delayed models. To estimate the parameters and time-delay simultaneously, a redundant rule method is introduced, which turns the time-delayed model into an augmented model. Then, two GD algorithms can be used to identify the time-delayed model. Compared with the traditional GD algorithms, these two modified GD algorithms have the following advantages: (1) avoid a high-order matrix eigenvalue calculation, thus, are more efficient for large-scale systems; (2) have faster convergence rates, therefore, are more practical in engineering practices. The convergence properties and simulation examples are presented to illustrate the efficiency of the two algorithms.

Suggested Citation

  • Hua Chen & Yuejiang Ji & Daniele Salvati, 2022. "Exhaustive Search and Power-Based Gradient Descent Algorithms for Time-Delayed FIR Models," Complexity, Hindawi, vol. 2022, pages 1-10, September.
  • Handle: RePEc:hin:complx:9244890
    DOI: 10.1155/2022/9244890
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