Journals Information
Universal Journal of Control and Automation(CEASE PUBLICATION) Vol. 5(3), pp. 43 - 48
DOI: 10.13189/ujca.2017.050301
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Time-varying Forgetting Factor Stochastic Gradient Algorithm for Nonlinear Systems with Color Noise
Chunming Xu *
School of Mathematics and Statistical, Yancheng Teachers University, 224051, Yancheng, PR China
ABSTRACT
This paper considers the identification of nonlinear systems with color noise, and introduces a new time-varying forgetting factor based stochastic gradient (TVFF-SG) algorithm to estimate the system parameters. The basic idea of the time-varying forgetting factor is that when the algorithm starts, we give the forgetting factor a relative smaller value, which will speed up the convergence. In addition, the forgetting factor will increase slowly as time goes on so that the convergence procedure of the model will be more stable. Simulation results are presented to demonstrate the effectiveness of the proposed algorithm.
KEYWORDS
System Identification, Stochastic Gradient Algorithm, Time-varying Forgetting Factor, Nonlinear Systems, Color Noise
Cite This Paper in IEEE or APA Citation Styles
(a). IEEE Format:
[1] Chunming Xu , "Time-varying Forgetting Factor Stochastic Gradient Algorithm for Nonlinear Systems with Color Noise," Universal Journal of Control and Automation(CEASE PUBLICATION), Vol. 5, No. 3, pp. 43 - 48, 2017. DOI: 10.13189/ujca.2017.050301.
(b). APA Format:
Chunming Xu (2017). Time-varying Forgetting Factor Stochastic Gradient Algorithm for Nonlinear Systems with Color Noise. Universal Journal of Control and Automation(CEASE PUBLICATION), 5(3), 43 - 48. DOI: 10.13189/ujca.2017.050301.