Although stochastic gradient algorithm can identify linear systems with high efficiency. It is inefficient for nonlinear systems for the difficulty in the step-size designing. To overcome this dilemma, this paper proposes a fractional stochastic gradient algorithm for systems with piece-wise linear input. First, the nonlinear system is transformed into a polynomial nonlinear model, then the parameters and time-delay are estimated iteratively based on the fractional stochastic gradient algorithm and self-organizing maps method. In addition, to increase the convergence rates of the fractional stochastic gradient algorithm, a multi-innovation fractional stochastic gradient algorithm is developed. Convergence analysis and simulation examples are introduced to show the effectiveness of the proposed algorithms.
INDEX TERMSsystem identification; fractional stochastic gradient algorithm; multi-innovation; piecewise linear; nonlinear model; self-organizing maps Parameter estimation plays an important role in control theory and application [1]-[3]. A robust controller or an accurate predicted model is designed based on accurate parameters of the dynamic systems [4]-[7]. The Stochastic Gradient (SG) and Least Squares (LS) algorithms are two classical identification algorithms. The LS algorithm updates the parameters by solving a derivative function, it has faster convergence rates but with the cost of heavier computational efforts when compared with the SG algorithm [8], [9]. In addition, if the considered model has a complex structure, the derivative function may not have analytic solutions. Therefore, the LS algorithm can be inefficient for systems with complex nonlinear structures.