Data-driven recursive least squares methods for non-affined nonlinear discrete-time systems

Aiming at identifying nonlinear systems, one of the most challenging problems in system identification, a class of data-driven recursive least squares algorithms are presented in this work. First, a full form dynamic linearization based linear data model for nonlinear systems is derived. Consequentl...

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Bibliographic Details
Published in:Applied Mathematical Modelling Vol. 81; p. 787
Main Authors: Lin, Na, Chi, Ronghu, Huang, Biao
Format: Journal Article
Language:English
Published: New York Elsevier BV 01.05.2020
Subjects:
Algorithms
Computer simulation
Data models
Discrete time systems
Identification
Identification methods
Least squares
Linearization
Mathematical models
Nonlinear systems
Parameter estimation
Parameter identification
Recursive methods
System identification
ISSN:1088-8691, 0307-904X
Online Access:Get full text
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Summary:Aiming at identifying nonlinear systems, one of the most challenging problems in system identification, a class of data-driven recursive least squares algorithms are presented in this work. First, a full form dynamic linearization based linear data model for nonlinear systems is derived. Consequently, a full form dynamic linearization-based data-driven recursive least squares identification method for estimating the unknown parameter of the obtained linear data model is proposed along with convergence analysis and prediction of the outputs subject to stochastic noises. Furthermore, a partial form dynamic linearization-based data-driven recursive least squares identification algorithm is also developed as a special case of the full form dynamic linearization based algorithm. The proposed two identification algorithms for the nonlinear nonaffine discrete-time systems are flexible in applications without relying on any explicit mechanism model information of the systems. Additionally, the number of the parameters in the obtained linear data model can be tuned flexibly to reduce computation complexity. The validity of the two identification algorithms is verified by rigorous theoretical analysis and simulation studies.
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ISSN:1088-8691
0307-904X
DOI:10.1016/j.apm.2020.01.040