Recursive least squares algorithm and gradient algorithm for Hammerstein–Wiener systems using the data filtering

This paper considers the parameter estimation problems of Hammerstein–Wiener systems by using the data filtering technique. In order to improve the estimation accuracy, the data filtering-based recursive generalized extended least squares algorithm is derived. In order to improve the computational e...

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Veröffentlicht in:Nonlinear dynamics Jg. 84; H. 2; S. 1045 - 1053
Hauptverfasser: Wang, Yanjiao, Ding, Feng
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Dordrecht Springer Netherlands 01.04.2016
Springer Nature B.V
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ISSN:0924-090X, 1573-269X
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Zusammenfassung:This paper considers the parameter estimation problems of Hammerstein–Wiener systems by using the data filtering technique. In order to improve the estimation accuracy, the data filtering-based recursive generalized extended least squares algorithm is derived. In order to improve the computational efficiency, the data filtering-based generalized extended stochastic gradient algorithm is derived for estimating the system parameters. Finally, the computational efficiency of the proposed algorithms is analyzed and compared. The simulation results indicate that the proposed algorithms can effectively estimate the parameters of Hammerstein–Wiener systems.
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ISSN:0924-090X
1573-269X
DOI:10.1007/s11071-015-2548-5