Prof. Dr. Diego Eckhard
Universidade Federal do Rio Grande do Sul
Campus do Vale - Building 43112 - Room 218 (email)
Ferramentas para melhoria da convergência dos métodos de identificação por erro de predição
- Citation:
- Eckhard, D. 2012. Ferramentas para melhoria da convergência dos métodos de identificação por erro de predição. , Porto Alegre: Universidade Federal do Rio Grande do Sul
Thesis Type:
phdAbstract:
The Prediction Error Method is related to a non-convex optimization problem. It is usual to apply iterative algorithms to solve this optimization problem. However, iterative algorithms can get stuck at a local minimum of the cost function or converge to the border of the searching space. An analysis of the cost function and sufficient conditions to ensure the convergence of the iterative algorithms to the global minimum are presented in this work. It is observed that this conditions depend on the spectrum of the input signal used in the experiment. This work presents tools to improve the convergence of the algorithms to the global minimum, which are based on the manipulation of the input spectrum.
Notes:
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