A globally consistent nonlinear least squares estimator for identification of nonlinear rational systems

© 2016 Elsevier Ltd This paper considers identification of nonlinear rational systems defined as the ratio of two nonlinear functions of past inputs and outputs. Despite its long history, a globally consistent identification algorithm remains illusive. This paper proposes a globally convergent identification algorithm for such nonlinear rational systems. To the best of our knowledge, this is the first globally convergent algorithm for the nonlinear rational systems. The technique employed is a two-step estimator. Though two-step estimators are known to produce consistent nonlinear least squares estimates if a N consistent estimate can be determined in the first step, how to find such a N consistent estimate in the first step for nonlinear rational systems is nontrivial and is not answered by any two-step estimators. The technical contribution of the paper is to develop a globally consistent estimator for nonlinear rational systems in the first step. This is achieved by involving model transformation, bias analysis, noise variance estimation, and bias compensation in the paper. Two simulation examples and a practical example are provided to verify the good performance of the proposed two-step estimator

Control of complex nonlinear dynamic rational systems

© 2018 Quanmin Zhu et al. Nonlinear rational systems/models, also known as total nonlinear dynamic systems/models, in an expression of a ratio of two polynomials, have roots in describing general engineering plants and chemical reaction processes. The major challenge issue in the control of such a system is the control input embedded in its denominator polynomials. With extensive searching, it could not find any systematic approach in designing this class of control systems directly from its model structure. This study expands the U-model-based approach to establish a platform for the first layer of feedback control and the second layer of adaptive control of the nonlinear rational systems, which, in principle, separates control system design (without involving a plant model) and controller output determination (with solving inversion of the plant U-model). This procedure makes it possible to achieve closed-loop control of nonlinear systems with linear performance (transient response and steady-state accuracy). For the conditions using the approach, this study presents the associated stability and convergence analyses. Simulation studies are performed to show off the characteristics of the developed procedure in numerical tests and to give the general guidelines for applications

Consistent and Asymptotically Efficient Localization from Range-Difference Measurements

We consider signal source localization from range-difference measurements. First, we give some readily-checked conditions on measurement noises and sensor deployment to guarantee the asymptotic identifiability of the model and show the consistency and asymptotic normality of the maximum likelihood (ML) estimator. Then, we devise an estimator that owns the same asymptotic property as the ML one. Specifically, we prove that the negative log-likelihood function converges to a function, which has a unique minimum and positive definite Hessian at the true source's position. Hence, it is promising to execute local iterations, e.g., the Gauss-Newton (GN) algorithm, following a consistent estimate. The main issue involved is obtaining a preliminary consistent estimate. To this aim, we construct a linear least-squares problem via algebraic operation and constraint relaxation and obtain a closed-form solution. We then focus on deriving and eliminating the bias of the linear least-squares estimator, which yields an asymptotically unbiased (thus consistent) estimate. Noting that the bias is a function of the noise variance, we further devise a consistent noise variance estimator that involves $3$-order polynomial rooting. Based on the preliminary consistent location estimate, a one-step GN iteration suffices to achieve the same asymptotic property as the ML estimator. Simulation results demonstrate the superiority of our proposed algorithm in the large sample case