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Parameter Estimation Algorithms for Hammerstein Finite Impulse Response Moving Average Systems Using the Data Filtering Theory

Author

Listed:
  • Yan Ji

    (School of Mathematics, Southeast University, Nanjing 210096, China
    College of Automation and Electronic Engineering, Qingdao University of Science and Technology, Qingdao 266061, China)

  • Jinde Cao

    (School of Mathematics, Southeast University, Nanjing 210096, China
    Yonsei Frontier Lab, Yonsei University, Seoul 03722, Korea)

Abstract

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.

Suggested Citation

  • Yan Ji & Jinde Cao, 2022. "Parameter Estimation Algorithms for Hammerstein Finite Impulse Response Moving Average Systems Using the Data Filtering Theory," Mathematics, MDPI, vol. 10(3), pages 1-16, January.
    • Handle: RePEc:gam:jmathe:v:10:y:2022:i:3:p:438-:d:738159
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    Citations

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    Cited by:

    1. Ruofeng Rao & Zhi Lin & Xiaoquan Ai & Jiarui Wu, 2022. "Synchronization of Epidemic Systems with Neumann Boundary Value under Delayed Impulse," Mathematics, MDPI, vol. 10(12), pages 1-10, June.
    2. Chaudhary, Naveed Ishtiaq & Khan, Zeshan Aslam & Kiani, Adiqa Kausar & Raja, Muhammad Asif Zahoor & Chaudhary, Iqra Ishtiaq & Pinto, Carla M.A., 2022. "Design of auxiliary model based normalized fractional gradient algorithm for nonlinear output-error systems," Chaos, Solitons & Fractals, Elsevier, vol. 163(C).
    3. Khizer Mehmood & Naveed Ishtiaq Chaudhary & Khalid Mehmood Cheema & Zeshan Aslam Khan & Muhammad Asif Zahoor Raja & Ahmad H. Milyani & Abdulellah Alsulami, 2023. "Design of Nonlinear Marine Predator Heuristics for Hammerstein Autoregressive Exogenous System Identification with Key-Term Separation," Mathematics, MDPI, vol. 11(11), pages 1-20, May.
    4. Xinggui Li & Ruofeng Rao & Xinsong Yang, 2022. "Impulsive Stabilization on Hyper-Chaotic Financial System under Neumann Boundary," Mathematics, MDPI, vol. 10(11), pages 1-18, May.

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