Gradient-based iterative parameter estimation for bilinear-in-parameter systems using the model decomposition technique

The parameter estimation issues of a block-oriented non-linear system that is bilinear in the parameters are studied, i.e. the bilinear-in-parameter system. Using the model decomposition technique, the bilinear-in-parameter model is decomposed into two fictitious submodels: one containing the unknown parameters in the non-linear block and the other containing the unknown parameters in the linear dynamic one and the noise model. Then a gradient-based iterative algorithm is proposed to estimate all the unknown parameters by formulating and minimising two criterion functions. The stochastic gradient algorithms are provided for comparison. The simulation results indicate that the proposed iterative algorithm can give higher parameter estimation accuracy than the stochastic gradient algorithms

Data filtering-based least squares iterative algorithm for Hammerstein nonlinear systems by using the model decomposition

This paper focuses on the iterative identification problems for a class of Hammerstein nonlinear systems. By decomposing the system into two fictitious subsystems, a decomposition-based least squares iterative algorithm is presented for estimating the parameter vector in each subsystem. Moreover, a data filtering-based decomposition least squares iterative algorithm is proposed. The simulation results indicate that the data filtering-based least squares iterative algorithm can generate more accurate parameter estimates than the least squares iterative algorithm

Parameter estimation algorithm for multivariable controlled autoregressive autoregressive moving average systems

This paper investigates parameter estimation problems for multivariable controlled autoregressive autoregressive moving average (M-CARARMA) systems. In order to improve the performance of the standard multivariable generalized extended stochastic gradient (M-GESG) algorithm, we derive a partially coupled generalized extended stochastic gradient algorithm by using the auxiliary model. In particular, we divide the identification model into several subsystems based on the hierarchical identification principle and estimate the parameters using the coupled relationship between these subsystems. The simulation results show that the new algorithm can give more accurate parameter estimates of the M-CARARMA system than the M-GESG algorithm

Identification of Input Nonlinear Control Autoregressive Systems Using Fractional Signal Processing Approach

A novel algorithm is developed based on fractional signal processing approach for parameter estimation of input nonlinear control autoregressive (INCAR) models. The design scheme consists of parameterization of INCAR systems to obtain linear-in-parameter models and to use fractional least mean square algorithm (FLMS) for adaptation of unknown parameter vectors. The performance analyses of the proposed scheme are carried out with third-order Volterra least mean square (VLMS) and kernel least mean square (KLMS) algorithms based on convergence to the true values of INCAR systems. It is found that the proposed FLMS algorithm provides most accurate and convergent results than those of VLMS and KLMS under different scenarios and by taking the low-to-high signal-to-noise ratio

Filtering Based Recursive Least Squares Algorithm for Multi-Input Multioutput Hammerstein Models

This paper considers the parameter estimation problem for Hammerstein multi-input multioutput finite impulse response (FIR-MA) systems. Filtered by the noise transfer function, the FIR-MA model is transformed into a controlled autoregressive model. The key-term variable separation principle is used to derive a data filtering based recursive least squares algorithm. The numerical examples confirm that the proposed algorithm can estimate parameters more accurately and has a higher computational efficiency compared with the recursive least squares algorithm

Parameter and State Estimator for State Space Models

This paper proposes a parameter and state estimator for canonical state space systems from measured input-output data. The key is to solve the system state from the state equation and to substitute it into the output equation, eliminating the state variables, and the resulting equation contains only the system inputs and outputs, and to derive a least squares parameter identification algorithm. Furthermore, the system states are computed from the estimated parameters and the input-output data. Convergence analysis using the martingale convergence theorem indicates that the parameter estimates converge to their true values. Finally, an illustrative example is provided to show that the proposed algorithm is effective

Data filtering based stochastic gradient algorithms for multivariable CARAR-like systems

This paper considers identification problems for a multivariable controlled autoregressive system with autoregressive noises. A hierarchical generalized stochastic gradient algorithm and a filtering based hierarchical stochastic gradient algorithm are presented to estimate the parameter vectors and parameter matrix of such multivariable colored noise systems, by using the hierarchical identification principle. The simulation results show that the proposed hierarchical gradient estimation algorithms are effective

Combined Parameter and State Estimation Algorithms for Multivariable Nonlinear Systems Using MIMO Wiener Models

This paper deals with the parameter estimation problem for multivariable nonlinear systems described by MIMO state-space Wiener models. Recursive parameters and state estimation algorithms are presented using the least squares technique, the adjustable model, and the Kalman filter theory. The basic idea is to estimate jointly the parameters, the state vector, and the internal variables of MIMO Wiener models based on a specific decomposition technique to extract the internal vector and avoid problems related to invertibility assumption. The effectiveness of the proposed algorithms is shown by an illustrative simulation example

Metaheuristics algorithms to identify nonlinear Hammerstein model: A decade survey

Metaheuristics have been acknowledged as an effective solution for many difficult issues related to optimization. The metaheuristics, especially swarm’s intelligence and evolutionary computing algorithms, have gained popularity within a short time over the past two decades. Various metaheuristics algorithms are being introduced on an annual basis and applications that are more new are gradually being discovered. This paper presents a survey for the years 2011-2021 on multiple metaheuristics algorithms, particularly swarm and evolutionary algorithms, to identify a nonlinear block-oriented model called the Hammerstein model, mainly because such model has garnered much interest amidst researchers to identify nonlinear systems. Besides introducing a complete survey on the various population-based algorithms to identify the Hammerstein model, this paper also investigated some empirically verified actual process plants results. As such, this article serves as a guideline on the fundamentals of identifying nonlinear block-oriented models for new practitioners, apart from presenting a comprehensive summary of cutting-edge trends within the context of this topic area

Identification of Nonlinear Systems Using the Hammerstein-Wiener Model with Improved Orthogonal Functions

Hammerstein-Wiener systems present a structure consisting of three serial cascade blocks. Two are static nonlinearities, which can be described with nonlinear functions. The third block represents a linear dynamic component placed between the first two blocks. Some of the common linear model structures include a rational-type transfer function, orthogonal rational functions (ORF), finite impulse response (FIR), autoregressive with extra input (ARX), autoregressive moving average with exogenous inputs model (ARMAX), and output-error (O-E) model structure. This paper presents a new structure, and a new improvement is proposed, which is consisted of the basic structure of Hammerstein-Wiener models with an improved orthogonal function of Müntz-Legendre type. We present an extension of generalised Malmquist polynomials that represent Müntz polynomials. Also, a detailed mathematical background for performing improved almost orthogonal polynomials, in combination with Hammerstein-Wiener models, is proposed. The proposed approach is used to identify the strongly nonlinear hydraulic system via the transfer function. To compare the results obtained, well-known orthogonal functions of the Legendre, Chebyshev, and Laguerre types are exploited