Abstract
This paper presents an identification algorithm for Box–Jenkins systems by combining the auxiliary model identification idea and the gradient search principle. The proposed algorithm can estimate all unknown parameters of the Box–Jenkins systems. Furthermore, to improve the convergence rate of the stochastic gradient algorithm, a modified stochastic gradient algorithm is given. The simulation results indicate that the proposed algorithm can work well.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have