arXiv:2503.02235eess.SYcs.AI2025-03

在部分持续激励下,实现参数估计的分布式最优解。

Partial Excitation in Parameter Learning

  • 在线算法分离激励与非激励子空间,实现最小二乘最优估计。
  • 无噪声时,激励子空间的误差指数收敛至零。
  • 适合分布式系统辨识,尤其适用于局部激励不足场景。

本文研究了在部分持续激励(PPE)条件下的参数学习问题。PPE条件是比经典持续激励(PE)更一般的秩亏情形。在该条件下,提出的在线算法可分离出PE与非PE子空间,并给出最小二乘意义下的最优参数估计。特别地,在无噪声情况下,激励子空间内的学习误差指数收敛至零。此外,PPE条件为解决分布式参数学习问题提供了新视角,其中本地回归器常面临激励不足挑战。为此,提出一种协同学习协议,使一组估计器在互补的PPE条件下协作:各局部估计器可在自身激励子空间内独立运行,并在非激励子空间与邻居达成共识。最终,通过协作式本地估计器实现未知参数的分布式估计。文中给出了系统辨识的应用实例,验证了理论结果的有效性。

原文摘要 · Abstract (English)

This paper investigates parameter learning problems under Partial Persistent Excitation (PPE). The PPE condition is a rank-deficient, and therefore, a more general evolution of the well-known Persistent Excitation (PE) condition. Under the PPE condition, a proposed online algorithm is able to calculate the PE and non-PE subspaces, and finally gives an optimal parameter estimate in the sense of least squares. In particular, the learning error within the PE subspace exponentially converges to zero in the noise-free case. The PPE condition also provides a new perspective for solving distributed parameter learning problems, where the challenge is posed by local regressors that are often insufficiently excited. To improve knowledge of the unknown parameters, a cooperative learning protocol is proposed for a group of estimators that collect measured information under complementary PPE condition. This protocol allows each local estimator to operate locally in its PE subspace, and reach a consensus with neighbors in its non-PE subspace. As a result, the task of estimating unknown parameters can be achieved in a distributed way using cooperative local estimators. Application examples in system identification are given to demonstrate the effectiveness of the theoretical results developed in this paper.

参数估计分布式学习系统辨识

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