Filtering-Based Accelerated Estimation Approach for Generalized Time-Varying Systems With Disturbances and Colored Noises

This brief studies the parameter estimation problem of a generalized time-varying system by using a novel gradient descent algorithm. The time-varying parameters are estimated by the accelerating gradient descent algorithm under considering the measurable disturbance factors. The proposed algorithm...

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Bibliographic Details
Published in:IEEE transactions on circuits and systems. II, Express briefs Express briefs, 2023-01, Vol.70 (1), p.206-210
Main Authors: Ji, Yan, Jiang, Anning
Format: Article
Language:English
Subjects:
Algorithms
Colored noise
Convergence
Data models
Generalized time-varying system
gradient descent algorithm
Mathematical models
Parameter estimation
Signal processing algorithms
Time-varying systems
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Summary:This brief studies the parameter estimation problem of a generalized time-varying system by using a novel gradient descent algorithm. The time-varying parameters are estimated by the accelerating gradient descent algorithm under considering the measurable disturbance factors. The proposed algorithm increases the convergence rate by adding a momentum term to the correction of the parameter updated estimates. In addition, a data filter is introduced to filter the input and output data, so as to eliminate the interference of colored noise to the accuracy of parameter estimation. A numerical example shows the effectiveness of the proposed algorithm.
ISSN:1549-7747
1558-3791
DOI:10.1109/TCSII.2022.3206792