75581

Автор(ы): 

Автор(ов): 

1

Параметры публикации

Тип публикации: 

Статья в журнале/сборнике

Название: 

A Generalized Stochastic Approximation for the Recursive System Identification

Электронная публикация: 

Да

ISBN/ISSN: 

2405-8963

DOI: 

10.1016/j.ifacol.2023.10.1183

Наименование источника: 

  • IFAC-PapersOnLine

Обозначение и номер тома: 

Volume 56, no. 2

Город: 

  • Amsterdam

Издательство: 

  • Elsevier

Год издания: 

2023

Страницы: 

7765-7770
Аннотация
This paper presents an approach for constructing probabilistic approximation type algorithms used in system identification systems. The proposed approach allows obtaining recursive identification algorithms under fairly mild assumptions about noise and disturbances that distort the system. The obtained algorithm does not require inversion of the Hessian of the identification criterion and is robust to changes in the order of the Hessian. This example demonstrates good convergence properties of the obtained algorithm compared to conventional recursive systems.

Библиографическая ссылка: 

Чернышев К.Р. A Generalized Stochastic Approximation for the Recursive System Identification / IFAC-PapersOnLine. Amsterdam: Elsevier, 2023. Volume 56, no. 2. С. 7765-7770.