Second-order optimization methods for time-delay Autoregressive eXogenous models: Nature gradient descent method and its two modified methods
(2022)
Journal Article
Chen, J., Pu, Y., Guo, L., Cao, J., & Zhu, Q. (2023). Second-order optimization methods for time-delay Autoregressive eXogenous models: Nature gradient descent method and its two modified methods. International Journal of Adaptive Control and Signal Processing, 37(1), 211-223. https://doi.org/10.1002/acs.3519
This article proposes several second-order optimization methods for time-delay ARX model. Since the time-delay in the information vector makes the traditional identification algorithms be inefficient, a redundant rule based method is utilized to tran... Read More about Second-order optimization methods for time-delay Autoregressive eXogenous models: Nature gradient descent method and its two modified methods.