期刊
SIGNAL PROCESSING
卷 142, 期 -, 页码 1-10出版社
ELSEVIER
DOI: 10.1016/j.sigpro.2017.06.025
关键词
Fractional order calculus; Hammerstein nonlinear ARMAX systems; MIFOSG; Identification; Convergence
资金
- National Natural Science Foundation of China [61573332, 61601431]
- Fundamental Research Funds for the Central Universities [WK2100100028]
- Anhui Provincial Natural Science Foundation [1708085QF141]
- General Financial Grant from the China Postdoctoral Science Foundation [2016M602032]
A multi-innovation fractional order stochastic gradient (MIFOSG) algorithm, which involves a variable initial value scheme, is investigated to identify the Hammerstein nonlinear ARMAX systems in this paper. Firstly, according to an improved fractional order gradient method, the MIFOSG algorithm is proposed. Furthermore, according to the martingale convergence theorem, the convergence analysis of the proposed algorithm is developed. In addition, for the purpose of improving the convergence performance, a forgetting factor on step size and a variable gradient order are introduced. Given a sufficiently large number of independent runs, the effectiveness of the proposed algorithm is demonstrated in two numerical examples finally. (C) 2017 Published by Elsevier B.V.
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