Convergence Property of Conjugate Gradient Algorithm and Its Fast Tracking Algorithm

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概要

• 論文の詳細を見る

• This article addresses two issues. Firstly, the convergence property of conjugate gradient (CG) algorithm is investigated by a Chebyshev polynomial approximation. The analysis result shows that its convergence behaviour is affected by an acceleration term over the steepest descent (SD) algorithm. Secondly, a new CG algorithm is proposed in order to boost the tracking capability for time-varying parameters. The proposed algorithm based on re-initialising forgetting factor shows a fast tracking ability and a noise-immunity property when it encounters an unexpected parameter change. A fast tracking capability is verified through a computer simulation in a system identification problem.

• 社団法人電子情報通信学会の論文
• 2000-11-25

著者

• Kim D

  Department Of Electrical And Electronic Engineering Imperial College Of Science Technology And Medic

• Kim Dai

  Department Of Electrical And Electronic Engineering Imperial College Of Science Technology And Medic

• WILDE Philippe

  Department of Electrical and Electronic Engineering, Imperial College of Science, Technology and Med

• Wilde Philippe

  Department Of Electrical And Electronic Engineering Imperial College Of Science Technology And Medic

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