Abstract
This paper considers the parameter estimation problem of a two-input single-output Hammerstein finite impulse response system with autoregressive moving average noise. Applying the data filtering technique, the input-output data is filtered and the original system with autoregressive moving average noise is changed into the system with moving average noise. Then, based on the key term separation technique, the filtered system is decomposed into two subsystems: one subsystem contains the unknown parameters in the nonlinear block, the other contains the unknown parameters in the linear dynamic block and the noise model. A filtering based multi-innovation stochastic gradient algorithm is presented for Hammerstein finite impulse response systems. The simulation results confirm that the proposed algorithm is effective in estimating the parameters of two-input single-output Hammerstein finite impulse response systems.
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This paper was supported by the National Natural Science Foundation of China (No. 61472195 and 61773356), and the Natural Science Foundation of Shandong Province (No. ZR2020MF160).
Yan Ji received her Ph.D. degree from the School of Communication and Control Engineering, Jiangnan University (Wuxi, China) in 2010. She has been an Associate Professor in the College of Automation and Electronic Engineering, Qingdao University of Science and Technology. Her research interests include control of complex networks, system identification and process control.
Zhen Kang was born in Jinan, Shandong Province in November 1993. He is currently a master student in the College of Automation and Electronic Engineering at the Qingdao University of Science and Technology (Qingdao, China). His research interests include system identification and parameter estimation.
Chen Zhang was born in Dezhou, Shandong Province in April 1994. He received his B.Sc. degree from the School of School of Mechanical and Control Engineering at the Shengli College at the China University Of Petroleum (Dongying, China) in 2017. He is currently a master student in the College of Automation and Electronic Engineering at the Qingdao University of Science and Technology (Qingdao, China). His research interests include system identification and parameter estimation.
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Ji, Y., Kang, Z. & Zhang, C. Two-stage Gradient-based Recursive Estimation for Nonlinear Models by Using the Data Filtering. Int. J. Control Autom. Syst. 19, 2706–2715 (2021). https://doi.org/10.1007/s12555-019-1060-y
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DOI: https://doi.org/10.1007/s12555-019-1060-y