To improve the identification efficiency of the auxiliary model based gradient iterative algorithm, this note derives a couple of interval error correction auxiliary model based gradient iterative (IEC-AM-GI) algorithms for multi-rate ARX models. The unmeasurable outputs between two measured outputs are estimated by two interval error correction auxiliary models. Unlike the AM-GI algorithm, the IEC-AM-GI algorithms can estimate the missing outputs by the auxiliary model and further fine tune through the measurable outputs, which thus are more efficient and accurate than those by only using the auxiliary model. In addition, this note makes a comparison between these two interval error correction auxiliary model methods, and through which can choose the optimal interval error correction auxiliary model method for the unmeasurable outputs. The effectiveness of the proposed algorithms is demonstrated by the simulation results.

A stochastic gradient (SG)-based particle filter (SG-PF) algorithm is developed for an ARX model with nonlinear communication output in this paper. This ARX model consists of two submodels, one is a linear ARX model and the other is a nonlinear output model. The process outputs (outputs of the linear submodel) transmitted over a communication channel are unmeasurable, while the communication outputs (outputs of the nonlinear submodel) are available, and both of the two-type outputs are contaminated by white noises. Based on the rich input data and the available communication output data, a SG-PF algorithm is proposed to estimate the unknown process outputs and parameters of the ARX model. Furthermore, a direct weight optimization method and the Epanechnikov kernel method are extended to modify the particle filter when the measurement noise is a Gaussian noise with unknown variance and the measurement noise distribution is unknown. The simulation results demonstrate that the SG-PF algorithm is effective.

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.

This paper considers identifying the multiple input single output finite impulse response (MISO-FIR) systems with unknown time delays and orders. Generally, parameters, orders and time delays of an MISO system are separately identified from different algorithms. In this paper, we aim to perform the model identification and time delay estimation simultaneously from a limited number of observations. For an MISO-FIR system with many inputs and unknown input time delays, the corresponding identification model contains a large number of parameters, requiring a great number of observations for identification and leading to a heavy computational burden. Inspired by the compressed sensing (CS) recovery theory, a threshold orthogonal matching pursuit algorithm (TH-OMP) is presented to simultaneously identify the parameters, the orders and the time delays of the MISO-FIR systems. The proposed algorithm requires only a small number of sampled data compared to the conventional identification methods, such as the least squares method. The effectiveness of the proposed algorithm is verified by simulation results.