Recursive Least Squares Parameter Estimation Algorithms for a Class of Nonlinear Stochastic Systems With Colored Noise Based on the Auxiliary Model and Data Filtering
This paper considers the parameter identification for a class of nonlinear stochastic systems with colored noise. We filter the input-output data by using an estimated noise transfer function and obtain two identification models, one containing the parameters of the noise model, and the other contai...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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IEEE
2019-01-01
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| Series: | IEEE Access |
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| Online Access: | https://ieeexplore.ieee.org/document/8917629/ |
| _version_ | 1818323567986606080 |
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| author | Longjin Wang Yan He |
| author_facet | Longjin Wang Yan He |
| author_sort | Longjin Wang |
| collection | DOAJ |
| description | This paper considers the parameter identification for a class of nonlinear stochastic systems with colored noise. We filter the input-output data by using an estimated noise transfer function and obtain two identification models, one containing the parameters of the noise model, and the other containing the parameters of the system model. A data filtering based recursive generalized extended least squares algorithm is proposed by using the data filtering technique, and a recursive generalized extended least squares algorithm is derived for comparison. Finally, an example is given to support the proposed algorithms. Compared with the recursive generalized extended least squares algorithm, the data filtering based recursive generalized extended least squares algorithm can not only reduce the computational burden, but also enhance the parameter estimation accuracy. |
| first_indexed | 2024-12-13T11:14:45Z |
| format | Article |
| id | doaj.art-21bd1e1d54bc42ca98879771ff6e395f |
| institution | Directory Open Access Journal |
| issn | 2169-3536 |
| language | English |
| last_indexed | 2024-12-13T11:14:45Z |
| publishDate | 2019-01-01 |
| publisher | IEEE |
| record_format | Article |
| series | IEEE Access |
| spelling | doaj.art-21bd1e1d54bc42ca98879771ff6e395f2022-12-21T23:48:38ZengIEEEIEEE Access2169-35362019-01-01718129518130410.1109/ACCESS.2019.29564768917629Recursive Least Squares Parameter Estimation Algorithms for a Class of Nonlinear Stochastic Systems With Colored Noise Based on the Auxiliary Model and Data FilteringLongjin Wang0https://orcid.org/0000-0003-1309-714XYan He1https://orcid.org/0000-0001-7640-8377College of Electrical and Mechanical Engineering, Qingdao University of Science and Technology, Qingdao, ChinaCollege of Electrical and Mechanical Engineering, Qingdao University of Science and Technology, Qingdao, ChinaThis paper considers the parameter identification for a class of nonlinear stochastic systems with colored noise. We filter the input-output data by using an estimated noise transfer function and obtain two identification models, one containing the parameters of the noise model, and the other containing the parameters of the system model. A data filtering based recursive generalized extended least squares algorithm is proposed by using the data filtering technique, and a recursive generalized extended least squares algorithm is derived for comparison. Finally, an example is given to support the proposed algorithms. Compared with the recursive generalized extended least squares algorithm, the data filtering based recursive generalized extended least squares algorithm can not only reduce the computational burden, but also enhance the parameter estimation accuracy.https://ieeexplore.ieee.org/document/8917629/Parameter estimationbilinear systemdata filteringleast squaresrecursive identification |
| spellingShingle | Longjin Wang Yan He Recursive Least Squares Parameter Estimation Algorithms for a Class of Nonlinear Stochastic Systems With Colored Noise Based on the Auxiliary Model and Data Filtering IEEE Access Parameter estimation bilinear system data filtering least squares recursive identification |
| title | Recursive Least Squares Parameter Estimation Algorithms for a Class of Nonlinear Stochastic Systems With Colored Noise Based on the Auxiliary Model and Data Filtering |
| title_full | Recursive Least Squares Parameter Estimation Algorithms for a Class of Nonlinear Stochastic Systems With Colored Noise Based on the Auxiliary Model and Data Filtering |
| title_fullStr | Recursive Least Squares Parameter Estimation Algorithms for a Class of Nonlinear Stochastic Systems With Colored Noise Based on the Auxiliary Model and Data Filtering |
| title_full_unstemmed | Recursive Least Squares Parameter Estimation Algorithms for a Class of Nonlinear Stochastic Systems With Colored Noise Based on the Auxiliary Model and Data Filtering |
| title_short | Recursive Least Squares Parameter Estimation Algorithms for a Class of Nonlinear Stochastic Systems With Colored Noise Based on the Auxiliary Model and Data Filtering |
| title_sort | recursive least squares parameter estimation algorithms for a class of nonlinear stochastic systems with colored noise based on the auxiliary model and data filtering |
| topic | Parameter estimation bilinear system data filtering least squares recursive identification |
| url | https://ieeexplore.ieee.org/document/8917629/ |
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