Extended stochastic gradient identification algorithms for Hammerstein-Wiener ARMAX systems

DOI10.1016/J.CAMWA.2008.07.015zbMATH Open1165.65308OpenAlexW2073114888MaRDI QIDQ2389435FDOQ2389435

Authors: Feng Ding, Dong-Qing Wang Edit this on Wikidata

Publication date: 16 July 2009

Published in: Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2008.07.015

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zbMATH Keywords

parameter estimationstochastic gradientforgetting factorconvergence propertiesHammerstein-Wiener systems

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12) Numerical solutions to stochastic differential and integral equations (65C30) Estimation and detection in stochastic control theory (93E10)

Cites Work

• Auxiliary model-based least-squares identification methods for Hammerstein output-error systems
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• An optimal two-stage identification algorithm for Hammerstein-Wiener nonlinear systems
• Title not available (Why is that?)
• Identification of Hammerstein nonlinear ARMAX systems
• System identification based on Hammerstein model
• Adaptive Digital Control of Hammerstein Nonlinear Systems with Limited Output Sampling
• Gradient-based identification methods for Hammerstein nonlinear ARMAX models
• Estimation of an N-L-N Hammerstein-Wiener model
• Decoupling the linear and nonlinear parts in Hammerstein model identification
• Recursive Parameter Identification of a Class of Nonlinear Systems From Noisy Measurements
• The Hammerstein-Wiener model for identification of stochastic systems

Cited In (75)

• A novel APSO-aided maximum likelihood identification method for Hammerstein systems
• Gradient-based identification methods for Hammerstein nonlinear ARMAX models
• Gradient-based parameter estimation for input nonlinear systems with ARMA noises based on the auxiliary model
• Two-stage least squares based iterative identification algorithm for controlled autoregressive moving average (CARMA) systems
• The residual-based ESG algorithm and its performance analysis
• Iterative identification algorithm for Wiener nonlinear systems using the Newton method
• Hierarchical least squares based iterative estimation algorithm for multivariable Box-Jenkins-like systems using the auxiliary model
• Auxiliary model-based RELS and MI-ELS algorithm for Hammerstein OEMA systems
• Hierarchical estimation algorithms for multivariable systems using measurement information
• Least squares based and gradient based iterative identification for Wiener nonlinear systems
• Gradient based and least squares based iterative algorithms for matrix equations \(AXB + CX^{T}D = F\)
• Maximum likelihood parameter estimation algorithm for controlled autoregressive autoregressive models
• Auxiliary model based least squares parameter estimation algorithm for feedback nonlinear systems using the hierarchical identification principle
• Iterative solutions to matrix equations of the form \(A_{i}XB_{i}=F_{i}\)
• Maximum likelihood least squares identification for systems with autoregressive moving average noise
• A novel APSO-aided weighted LSSVM method for nonlinear Hammerstein system identification
• Gradient-based iterative identification for nonuniform sampling output error systems
• Hierarchical least squares algorithms for single-input multiple-output systems based on the auxiliary model
• Hierarchical least-squares based iterative identification for multivariable systems with moving average noises
• Least squares based iterative parameter estimation algorithm for multivariable controlled ARMA system modelling with finite measurement data
• Recursive parameter identification for fermentation processes with the multiple model technique
• Multi-innovation stochastic gradient algorithm for multiple-input single-output systems using the auxiliary model
• Convergence of stochastic gradient estimation algorithm for multivariable ARX-like systems
• Identification for the second-order systems based on the step response
• Model order determination using the Hankel matrix of impulse responses
• Performance analysis of the AM-SG parameter estimation for multivariable systems
• Making parametric Hammerstein system identification a linear problem
• Parameter estimation for nonlinear dynamical adjustment models
• Two-stage recursive least squares parameter estimation algorithm for output error models
• Bias compensation methods for stochastic systems with colored noise
• Unbiased identification of a class of multi-input single-output systems with correlated disturbances using bias compensation methods
• Observable state space realizations for multivariable systems
• The residual based interactive least squares algorithms and simulation studies
• Recursive least squares parameter estimation for non-uniformly sampled systems based on the data filtering
• Parameter and state estimation algorithm for single-input single-output linear systems using the canonical state space models
• The residual based interactive stochastic gradient algorithms for controlled moving average models
• Least squares based iterative identification for a class of multirate systems
• Time series AR modeling with missing observations based on the polynomial transformation
• Gradient-based iterative identification for MISO Wiener nonlinear systems: application to a glutamate fermentation process
• Stochastic gradient with changing forgetting factor-based parameter identification for Wiener systems
• Parameter identification of systems with preload nonlinearities based on the finite impulse response model and negative gradient search
• Newton iterative identification for a class of output nonlinear systems with moving average noises
• Maximum likelihood least squares identification method for input nonlinear finite impulse response moving average systems
• Hierarchical gradient based iterative parameter estimation algorithm for multivariable output error moving average systems
• Signal frequency and parameter estimation for power systems using the hierarchical identification principle
• Gradient based iterative parameter identification for Wiener nonlinear systems
• Global convergence conditions in maximum likelihood estimation
• Spectral inversion of second order Volterra models based on the blind identification of Wiener models
• Auxiliary model based recursive generalized least squares parameter estimation for Hammerstein OEAR systems
• Gradient-based iterative parameter estimation for Box-Jenkins systems
• Auxiliary model based multi-innovation algorithms for multivariable nonlinear systems
• A nonlinear recursive instrumental variables identification method of Hammerstein ARMAX system
• Iterative parameter identification methods for nonlinear functions
• Modified stochastic gradient identification algorithms with fast convergence rates
• Identification for multirate multi-input systems using the multi-innovation identification theory
• Auxiliary model based multi-innovation extended stochastic gradient parameter estimation with colored measurement noises
• Maximum likelihood stochastic gradient estimation for Hammerstein systems with colored noise based on the key term separation technique
• Least-squares parameter estimation algorithm for a class of input nonlinear systems
• Transformations between some special matrices
• Multistage least squares based iterative estimation for feedback nonlinear systems with moving average noises using the hierarchical identification principle
• Gradient based estimation algorithm for Hammerstein systems with saturation and dead-zone nonlinearities
• Identification of block-oriented nonlinear systems starting from linear approximations: a survey
• Fractional-based stochastic gradient algorithms for time-delayed ARX models
• Parameters estimation for the Hammerstein-Wiener models with colored noise based on hybrid signals
• Separation identification approach for the <scp>Hammerstein‐Wiener</scp> nonlinear systems with process noise using correlation analysis
• Convergence analysis of weighted stochastic gradient identification algorithms based on latest-estimation for ARX models
• Nonlinear system identification using fractional Hammerstein-Wiener models
• Decomposition‐based over‐parameterization forgetting factor stochastic gradient algorithm for Hammerstein‐Wiener nonlinear systems with non‐uniform sampling
• Parametric identification of ARMAX models with unknown forming filters
• Identification of non-uniformly sampled Wiener systems with dead-zone non-linearities
• New identification method for Hammerstein models based on approximate least absolute deviation
• Identification of Hammerstein–Wiener models with hysteresis front nonlinearities
• Two-Stage Recursive Least Squares Parameter Identification for Cascade Systems with Dead Zone
• Global dynamic optimization with Hammerstein-Wiener models embedded
• The relaxed gradient based iterative algorithm for solving matrix equations \(A_iXB_i=F_i\)

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