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
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