Gradient-Based Iterative Identification for Wiener Nonlinear Dynamic Systems with Moving Average Noises

Algorithms

Lincheng Zhou²  Xiangli Li¹  Huigang Xu²  Peiyi Zhu² 

[1] School of Electrical and Automatic Engineering, Changshu Institute of Technology, Hushan Road No.99, Changshu 215500, China;

关键词: nonlinear dynamic system;    stochastic gradient;    iterative algorithm;    output error moving average;    parameter estimation;   

DOI  :  10.3390/a8030712

来源: mdpi

【 摘 要 】

This paper focuses on the parameter identification problem for Wiener nonlinear dynamic systems with moving average noises. In order to improve the convergence rate, the gradient-based iterative algorithm is presented by replacing the unmeasurable variables with their corresponding iterative estimates, and to compute iteratively the noise estimates based on the obtained parameter estimates. The simulation results show that the proposed algorithm can effectively estimate the parameters of Wiener systems with moving average noises.

【 授权许可】

CC BY   
© 2015 by the authors; licensee MDPI, Basel, Switzerland.