Several multi-innovation identification methods

Authors:
Feng Ding
Affiliations:
School of Communication and Control Engineering, Jiangnan University, Wuxi 214122, PR China
Venue:
Digital Signal Processing
Year:
2010

Citing 17
Cited 15

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Abstract

This paper considers connections between the cost functions of some parameter identification methods for system modelling, including the well known projection algorithm, stochastic gradient (SG) algorithm and recursive least squares (RLS) algorithm, and presents a modified SG algorithm by introducing the convergence index and a multi-innovation projection algorithm, a multi-innovation SG algorithm and a multi-innovation RLS algorithm by introducing the innovation length, aiming at improving the convergence rate of the SG and RLS algorithms. Furthermore, this paper derives an interval-varying multi-innovation SG and an interval-varying multi-innovation RLS algorithm in order to deal with missing data cases.