Hierarchical gradient parameter estimation algorithms for fractional order Wiener OEARMA system
In this paper, the identification of fractional order Wiener output error auto-regressive moving average (OEARMA) systems is discussed. The dynamic part of the Wiener OEARMA system is an OEARMA structure, and the static part is two-stage nonlinearity. The identification expression is obtained by key...
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| Vydané v: | Nonlinear dynamics Ročník 113; číslo 15; s. 19579 - 19598 |
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01.08.2025
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| Abstract | In this paper, the identification of fractional order Wiener output error auto-regressive moving average (OEARMA) systems is discussed. The dynamic part of the Wiener OEARMA system is an OEARMA structure, and the static part is two-stage nonlinearity. The identification expression is obtained by key term separation technique and definition of the Grünwald Letnikov factional differential. Then, the hierarchical extended stochastic gradient (H-ESG) and hierarchical multi-innovation extended stochastic gradient (H-MIESG) methods are proposed for identification of the unknown parameter in the system and the the convergence is verified. Through numerical simulations, the feasibility of the derived algorithms is studied. The identification accuracy of H-MIESG is satisfactory, which reflects its excellent identification efficiency. |
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| AbstractList | In this paper, the identification of fractional order Wiener output error auto-regressive moving average (OEARMA) systems is discussed. The dynamic part of the Wiener OEARMA system is an OEARMA structure, and the static part is two-stage nonlinearity. The identification expression is obtained by key term separation technique and definition of the Grünwald Letnikov factional differential. Then, the hierarchical extended stochastic gradient (H-ESG) and hierarchical multi-innovation extended stochastic gradient (H-MIESG) methods are proposed for identification of the unknown parameter in the system and the the convergence is verified. Through numerical simulations, the feasibility of the derived algorithms is studied. The identification accuracy of H-MIESG is satisfactory, which reflects its excellent identification efficiency. |
| Author | Zhang, Hongrui Li, Junhong Xiao, Kang Gu, Juping |
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| Title | Hierarchical gradient parameter estimation algorithms for fractional order Wiener OEARMA system |
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