Parameter estimation algorithms for Hammerstein output error systems using Levenberg–Marquardt optimization method with varying interval measurements

This paper studies the parameter estimation problem of Hammerstein output error autoregressive (OEAR) systems. According to the maximum likelihood principle and the Levenberg–Marquardt optimization method, a maximum likelihood Levenberg–Marquardt recursive (ML-LM-R) algorithm using the varying inter...

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Vydáno v:Journal of the Franklin Institute Ročník 354; číslo 1; s. 316 - 331
Hlavní autoři: Li, Junhong, Zheng, Wei Xing, Gu, Juping, Hua, Liang
Médium: Journal Article
Jazyk:angličtina
Vydáno: Elmsford Elsevier Ltd 01.01.2017
Elsevier Science Ltd
Témata:
Algorithms
Nonlinear systems
Optimization
Parameter estimation
Recursive methods
ISSN:0016-0032, 1879-2693, 0016-0032
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Shrnutí:This paper studies the parameter estimation problem of Hammerstein output error autoregressive (OEAR) systems. According to the maximum likelihood principle and the Levenberg–Marquardt optimization method, a maximum likelihood Levenberg–Marquardt recursive (ML-LM-R) algorithm using the varying interval input–output data is proposed. Furthermore, a stochastic gradient algorithm is also derived in order to compare it with the proposed ML-LM-R algorithm. Two numerical examples are provided to verify the effectiveness of the proposed algorithms.
Bibliografie:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
ISSN:0016-0032
1879-2693
0016-0032
DOI:10.1016/j.jfranklin.2016.10.002