The parameter estimation algorithms based on the dynamical response measurement data

Abstract

This article studies the parameter estimation to the system response from the discrete measurement data. By constructing the dynamical rolling cost functions and using the nonlinear optimization, the gradient identification method is presented for estimating the parameters of the sine response signal with double frequency. In order to overcome the difficulty for determining the step size and deduce the influence of noises, the stochastic gradient identification method is derived to estimate the signal parameters. For the purpose of improving the accuracy, a multi-innovation stochastic gradient parameter estimation algorithm is presented using the moving window data. Finally, the simulation examples are provided to test the algorithm performance.