Fractional-Based Stochastic Gradient Algorithms for Time-Delayed ARX Models

In this study, two fractional-based stochastic gradient (FSG) algorithms for time-delayed auto-regressive exogenous (ARX) models are proposed. By combining momentum and adaptive methods, a momentum-based FSG and an adaptive-based FSG algorithms are developed. These two FSG algorithms have faster con...

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Bibliographic Details
Published in:	Circuits, systems, and signal processing Vol. 41; no. 4; pp. 1895 - 1912
Main Authors:	Xu, Tianyang, Chen, Jing, Pu, Yan, Guo, Liuxiao
Format:	Journal Article
Language:	English
Published:	New York Springer US 01.04.2022 Springer Nature B.V
Subjects:	Adaptive algorithms Algorithms Autoregressive models Circuits and Systems Convergence Electrical Engineering Electronics and Microelectronics Engineering Instrumentation Momentum Signal,Image and Speech Processing Momentum method Parameter estimation ARX model Time delay Adaptive method Fractional derivative
ISSN:	0278-081X, 1531-5878
Online Access:	Get full text
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