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

Author

Listed:
  • Hua Chen
  • Yuejiang Ji

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, 2022. "Exhaustive Search and Power‐Based Gradient Descent Algorithms for Time‐Delayed FIR Models," Complexity, John Wiley & Sons, vol. 2022(1).
  • Handle: RePEc:wly:complx:v:2022:y:2022:i:1:n:9244890
    DOI: 10.1155/2022/9244890
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    References listed on IDEAS

    as
    1. Yuejiang Ji & Lixin Lv & Quanmin Zhu, 2021. "Two Identification Methods for a Nonlinear Membership Function," Complexity, Hindawi, vol. 2021, pages 1-7, May.
    2. Zeshan Aslam Khan & Naveed Ishtiaq Chaudhary & Syed Zubair, 2019. "Fractional stochastic gradient descent for recommender systems," Electronic Markets, Springer;IIM University of St. Gallen, vol. 29(2), pages 275-285, June.
    3. Junhong Li & Xiao Li, 2018. "Particle Swarm Optimization Iterative Identification Algorithm and Gradient Iterative Identification Algorithm for Wiener Systems with Colored Noise," Complexity, Hindawi, vol. 2018, pages 1-8, July.
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