Parameter Estimation Algorithms for Hammerstein Finite Impulse Response Moving Average Systems Using the Data Filtering Theory
This paper considers the parameter estimation problems of Hammerstein finite impulse response moving average (FIR–MA) systems. Based on the matrix transformation and the hierarchical identification principle, the Hammerstein FIR–MA system is recast into two models, and a decomposition-based recursiv...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-01-01
|
| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/10/3/438 |
| _version_ | 1797486394745028608 |
|---|---|
| author | Yan Ji Jinde Cao |
| author_facet | Yan Ji Jinde Cao |
| author_sort | Yan Ji |
| collection | DOAJ |
| description | This paper considers the parameter estimation problems of Hammerstein finite impulse response moving average (FIR–MA) systems. Based on the matrix transformation and the hierarchical identification principle, the Hammerstein FIR–MA system is recast into two models, and a decomposition-based recursive least-squares algorithm is deduced for estimating the parameters of these two models. In order to further improve the accuracy of the parameter estimation, a multi-innovation hierarchical least-squares algorithm based on the data filtering theory proposed. Finally, a simulation example demonstrates the effectiveness of the proposed scheme. |
| first_indexed | 2024-03-09T23:32:36Z |
| format | Article |
| id | doaj.art-dd6a16d180da40d08f096bb15cad9076 |
| institution | Directory Open Access Journal |
| issn | 2227-7390 |
| language | English |
| last_indexed | 2024-03-09T23:32:36Z |
| publishDate | 2022-01-01 |
| publisher | MDPI AG |
| record_format | Article |
| series | Mathematics |
| spelling | doaj.art-dd6a16d180da40d08f096bb15cad90762023-11-23T17:07:30ZengMDPI AGMathematics2227-73902022-01-0110343810.3390/math10030438Parameter Estimation Algorithms for Hammerstein Finite Impulse Response Moving Average Systems Using the Data Filtering TheoryYan Ji0Jinde Cao1School of Mathematics, Southeast University, Nanjing 210096, ChinaSchool of Mathematics, Southeast University, Nanjing 210096, ChinaThis paper considers the parameter estimation problems of Hammerstein finite impulse response moving average (FIR–MA) systems. Based on the matrix transformation and the hierarchical identification principle, the Hammerstein FIR–MA system is recast into two models, and a decomposition-based recursive least-squares algorithm is deduced for estimating the parameters of these two models. In order to further improve the accuracy of the parameter estimation, a multi-innovation hierarchical least-squares algorithm based on the data filtering theory proposed. Finally, a simulation example demonstrates the effectiveness of the proposed scheme.https://www.mdpi.com/2227-7390/10/3/438least-squaresiterative identificationhierarchicalparameter estimationmultivariable system |
| spellingShingle | Yan Ji Jinde Cao Parameter Estimation Algorithms for Hammerstein Finite Impulse Response Moving Average Systems Using the Data Filtering Theory Mathematics least-squares iterative identification hierarchical parameter estimation multivariable system |
| title | Parameter Estimation Algorithms for Hammerstein Finite Impulse Response Moving Average Systems Using the Data Filtering Theory |
| title_full | Parameter Estimation Algorithms for Hammerstein Finite Impulse Response Moving Average Systems Using the Data Filtering Theory |
| title_fullStr | Parameter Estimation Algorithms for Hammerstein Finite Impulse Response Moving Average Systems Using the Data Filtering Theory |
| title_full_unstemmed | Parameter Estimation Algorithms for Hammerstein Finite Impulse Response Moving Average Systems Using the Data Filtering Theory |
| title_short | Parameter Estimation Algorithms for Hammerstein Finite Impulse Response Moving Average Systems Using the Data Filtering Theory |
| title_sort | parameter estimation algorithms for hammerstein finite impulse response moving average systems using the data filtering theory |
| topic | least-squares iterative identification hierarchical parameter estimation multivariable system |
| url | https://www.mdpi.com/2227-7390/10/3/438 |
| work_keys_str_mv | AT yanji parameterestimationalgorithmsforhammersteinfiniteimpulseresponsemovingaveragesystemsusingthedatafilteringtheory AT jindecao parameterestimationalgorithmsforhammersteinfiniteimpulseresponsemovingaveragesystemsusingthedatafilteringtheory |