Robust Standard Gradient Descent Algorithm for ARX Models Using Aitken Acceleration Technique.
IEEE Trans Cybern
; 52(9): 9646-9655, 2022 Sep.
Article
em En
| MEDLINE
| ID: mdl-33755573
ABSTRACT
A robust standard gradient descent (SGD) algorithm for ARX models using the Aitken acceleration method is developed. Considering that the SGD algorithm has slow convergence rates and is sensitive to the step size, a robust and accelerative SGD (RA-SGD) algorithm is derived. This algorithm is based on the Aitken acceleration method, and its convergence rate is improved from linear convergence to at least quadratic convergence in general. Furthermore, the RA-SGD algorithm is always convergent with no limitation of the step size. Both the convergence analysis and the simulation examples demonstrate that the presented algorithm is effective.
Texto completo:
1
Coleções:
01-internacional
Base de dados:
MEDLINE
Assunto principal:
Algoritmos
/
Aceleração
Tipo de estudo:
Prognostic_studies
Idioma:
En
Ano de publicação:
2022
Tipo de documento:
Article