Multidirection Gradient Iterative Algorithm: A Unified Framework for Gradient Iterative and Least Squares Algorithms
- Resource Type
- Periodical
- Authors
- Chen, J.; Ma, J.; Gan, M.; Zhu, Q.
- Source
- IEEE Transactions on Automatic Control IEEE Trans. Automat. Contr. Automatic Control, IEEE Transactions on. 67(12):6770-6777 Dec, 2022
- Subject
- Signal Processing and Analysis
Convergence
Eigenvalues and eigenfunctions
Computational modeling
Mathematical models
Load modeling
Technological innovation
Iterative algorithms
Computational load
convergence rate
gradient iterative (GI) algorithm
Hammerstein system
irregular sampling
multidirection
- Language
- ISSN
- 0018-9286
1558-2523
2334-3303
In this article, a multidirection-based gradient iterative (GI) algorithm for Hammerstein systems with irregular sampling data is proposed. The algorithm updates the parameter estimates using several orthogonal directions at each iteration. The convergence rate is significantly improved with an increasing number of directions. The convergence property and two simulation examples are provided to demonstrate the effectiveness of the proposed algorithm. In addition, the multidirection-based GI algorithm establishes a relationship between the traditional GI and least squares (LS) algorithms. Thus, our algorithm that combines the LS and GI algorithms constructs an identification framework for a significantly wider class of systems.