Parameter estimation for Hammerstein CARARMA systems based on the Newton iteration

被引：152
|
作者：
Li, Junhong [1 ,2 ]
机构：
[1] Jiangnan Univ, Key Lab Adv Proc Control Light Ind, Minist Educ, Wuxi 214122, Peoples R China
[2] Nantong Univ, Sch Elect Engn, Nantong 226019, Peoples R China
来源：
APPLIED MATHEMATICS LETTERS | 2013年 / 26卷 / 01期
基金：
中国国家自然科学基金;
关键词：
Iterative identification; Hammerstein models; Maximum likelihood; Newton iteration; IDENTIFICATION METHODS; ESTIMATION ALGORITHM; MODELS;
D O I：
10.1016/j.aml.2012.03.038
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The Newton iteration is basic for solving nonlinear optimization problems and studying parameter estimation algorithms. In this letter, a maximum likelihood estimation algorithm is developed for estimating the parameters of Hammerstein nonlinear controlled autoregressive autoregressive moving average (CARARMA) systems by using the Newton iteration. A simulation example is provided to show the effectiveness of the proposed algorithm. (C) 2012 Elsevier Ltd. All rights reserved.
引用
收藏
页码：91 / 96
页数：6
相关论文
共 50 条
  • [11] Maximum likelihood Newton recursive and the Newton iterative estimation algorithms for Hammerstein CARAR systems
    Junhong Li
    Feng Ding
    Liang Hua
    Nonlinear Dynamics, 2014, 75 : 235 - 245
  • [12] Maximum likelihood Newton recursive and the Newton iterative estimation algorithms for Hammerstein CARAR systems
    Li, Junhong
    Ding, Feng
    Hua, Liang
    NONLINEAR DYNAMICS, 2014, 75 (1-2) : 235 - 245
  • [13] Weighted Parameter Estimation for Hammerstein Nonlinear ARX Systems
    Ding, Jie
    Cao, Zhengxin
    Chen, Jiazhong
    Jiang, Guoping
    CIRCUITS SYSTEMS AND SIGNAL PROCESSING, 2020, 39 (04) : 2178 - 2192
  • [14] Parameter estimation algorithms for multivariable Hammerstein CARMA systems
    Wang, Dongqing
    Ding, Feng
    INFORMATION SCIENCES, 2016, 355 : 237 - 248
  • [15] Global Parameter Estimation of Hammerstein Systems with Polynomial Nonlinearity
    Chen, Cheng-ho
    2ND INTERNATIONAL CONFERENCE ON APPLIED MATHEMATICS, SIMULATION AND MODELLING (AMSM 2017), 2017, 162 : 196 - 201
  • [16] Hierarchical Parameter Estimation for Wiener-Hammerstein Systems
    Ghanmi, Afef
    Salhi, Houda
    Elloumi, Mourad
    Kamoun, Samira
    PROCEEDINGS OF THE 2020 17TH INTERNATIONAL MULTI-CONFERENCE ON SYSTEMS, SIGNALS & DEVICES (SSD 2020), 2020, : 115 - 121
  • [17] Weighted Parameter Estimation for Hammerstein Nonlinear ARX Systems
    Jie Ding
    Zhengxin Cao
    Jiazhong Chen
    Guoping Jiang
    Circuits, Systems, and Signal Processing, 2020, 39 : 2178 - 2192
  • [18] Hierarchical parameter estimation for a class of MIMO Hammerstein systems based on the reframed models
    Wang, Dongqing
    APPLIED MATHEMATICS LETTERS, 2016, 57 : 13 - 19
  • [19] Filtering based least squares parameter estimation algorithms for Hammerstein nonlinear CARMA systems
    Mao, Yawen
    Ding, Feng
    Pan, Jian
    Ding, Wenfang
    Wan, Xiangkui
    2017 AMERICAN CONTROL CONFERENCE (ACC), 2017, : 574 - 579
  • [20] Parameter Estimation of Hammerstein Model Based on Wavelet Packet
    Li Zhen-Qiang
    Luo Wen-Guang
    Ye Hong-Tao
    Kanae, Shunshoku
    PROCEEDINGS OF THE 31ST CHINESE CONTROL CONFERENCE, 2012, : 1765 - 1770
12345