Multi-information Stochastic Gradient Identification Method Based on Auxiliary Model
SU Xiangyu
LIU Yang
HE Yan
Abstract：Based on the input/output representation of linear systems and the theory of multi-information identification,a method of multi-information stochastic gradient identification based on auxiliary model is proposed.The algorithm has better perfor-mance than the existing stochastic gradient identification algorithms in terms of identification accuracy and convergence speed.Com-pared with the least squares identification algorithm,it has the advantages of less computation and higher identification accuracy.Fi-nally,the effectiveness of the proposed algorithm is verified by a simulation example.
Keywords：system identificationleast squaresstochastic gradientmulti-information identification
Publication Date：2025-10-20
Online Publishing Date：2026-01-16(First online date of this platform, not the publication date of the document)
Pages：5( 2683-2687 )