LAUSR.org creates dashboard-style pages of related content for over 1.5 million academic articles. Sign Up to like articles & get recommendations!

Recursive Least Squares and Multi-innovation Stochastic Gradient Parameter Estimation Methods for Signal Modeling

Photo from wikipedia

The sine signals are widely used in signal processing, communication technology, system performance analysis and system identification. Many periodic signals can be transformed into the sum of different harmonic sine… Click to show full abstract

The sine signals are widely used in signal processing, communication technology, system performance analysis and system identification. Many periodic signals can be transformed into the sum of different harmonic sine signals by using the Fourier expansion. This paper studies the parameter estimation problem for the sine combination signals and periodic signals. In order to perform the online parameter estimation, the stochastic gradient algorithm is derived according to the gradient optimization principle. On this basis, the multi-innovation stochastic gradient parameter estimation method is presented by expanding the scalar innovation into the innovation vector for the aim of improving the estimation accuracy. Moreover, in order to enhance the stabilization of the parameter estimation method, the recursive least squares algorithm is derived by means of the trigonometric function expansion. Finally, some simulation examples are provided to show and compare the performance of the proposed approaches.

Keywords: parameter estimation; estimation; stochastic gradient; innovation

Journal Title: Circuits, Systems, and Signal Processing
Year Published: 2017

Link to full text (if available)


Share on Social Media:                               Sign Up to like & get
recommendations!

Related content

More Information              News              Social Media              Video              Recommended



                Click one of the above tabs to view related content.