Abstract
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 convergence rates when compared with the stochastic gradient algorithm. The mechanism of the convergence is proved in theory. Furthermore, two simulated examples are presented to illustrate the efficiency of the new proposed algorithms.
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The authors would like to express their gratitude to the editors and anonymous reviewers for their helpful comments and constructive suggestions regarding the revision of this paper.
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This work is supported by the National Natural Science Foundation of China (No. 61973137), the Fundamental Research Funds for the Central Universities (No. JUSRP22016) and the Funds of the Science and Technology on Near-Surface Detection Laboratory (No. TCGZ2019A001)
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Xu, T., Chen, J., Pu, Y. et al. Fractional-Based Stochastic Gradient Algorithms for Time-Delayed ARX Models. Circuits Syst Signal Process 41, 1895–1912 (2022). https://doi.org/10.1007/s00034-021-01874-8
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DOI: https://doi.org/10.1007/s00034-021-01874-8