Enhanced FIR system identification: Empirical copula delay estimation method and variable stacking length multi-gradient algorithm

IF 4.4 2区 数学 Q1 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS
Shaoxue Jing
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引用次数: 0

Abstract

This study offers an improved strategy for identifying finite impulse response (FIR) systems. To begin with, a modified time delay estimation method, rooted in empirical copula, is applied, creating a robust framework for parameter estimation. Following this, an innovative stochastic gradient algorithm that incorporates a flexible stacking length is presented to enhance the accuracy of parameter estimates. This algorithm adapts stacking length dynamically according to the optimization progress, which enhances both convergence and accuracy. Additionally, a criterion based on the decrease of the cost function is proposed to determine the optimal variable stacking length, ensuring better performance. Extensive experimental results confirm the effectiveness of the proposed methods.
改进的FIR系统辨识:经验copula延迟估计方法和变堆叠长度多梯度算法
本研究提供了一种识别有限脉冲响应(FIR)系统的改进策略。首先,提出了一种基于经验公式的改进时滞估计方法,建立了一个鲁棒的参数估计框架。随后,提出了一种创新的随机梯度算法,该算法结合了灵活的堆叠长度,以提高参数估计的准确性。该算法根据优化进度动态调整叠加长度,提高了收敛性和精度。此外,提出了一种基于代价函数减小的准则来确定最优的可变堆叠长度,以确保更好的性能。大量的实验结果证实了所提方法的有效性。
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来源期刊
Mathematics and Computers in Simulation
Mathematics and Computers in Simulation 数学-计算机:跨学科应用
CiteScore
8.90
自引率
4.30%
发文量
335
审稿时长
54 days
期刊介绍: The aim of the journal is to provide an international forum for the dissemination of up-to-date information in the fields of the mathematics and computers, in particular (but not exclusively) as they apply to the dynamics of systems, their simulation and scientific computation in general. Published material ranges from short, concise research papers to more general tutorial articles. Mathematics and Computers in Simulation, published monthly, is the official organ of IMACS, the International Association for Mathematics and Computers in Simulation (Formerly AICA). This Association, founded in 1955 and legally incorporated in 1956 is a member of FIACC (the Five International Associations Coordinating Committee), together with IFIP, IFAV, IFORS and IMEKO. Topics covered by the journal include mathematical tools in: •The foundations of systems modelling •Numerical analysis and the development of algorithms for simulation They also include considerations about computer hardware for simulation and about special software and compilers. The journal also publishes articles concerned with specific applications of modelling and simulation in science and engineering, with relevant applied mathematics, the general philosophy of systems simulation, and their impact on disciplinary and interdisciplinary research. The journal includes a Book Review section -- and a "News on IMACS" section that contains a Calendar of future Conferences/Events and other information about the Association.
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