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Maximum likelihood-based gradient estimation for multivariable nonlinear systems using the multiinnovation identification theory
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DOI：10.1002/rnc.5086.png)
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This article considers the identification problems of multivariable input nonlinear systems with unmeasured disturbances. For the identification difficulty caused by the crossproducts between the parameters of the linear block and the nonlinear block, the key term separation technique is adopted to separate the parameters of the nonlinear block from the parameters of the linear block. By combining the model decomposition technique and the hierarchical identification principle, a key term separation-based maximum likelihood recursive extended stochastic gradient algorithm with reduced computational complexity is presented to estimate all the parameters directly. By introducing the multiinnovation identification theory, a key term separation-based maximum likelihood multiinnovation extended stochastic gradient algorithm is proposed to improve the parameter estimation accuracy. The simulation results illustrate the effectiveness of the proposed methods.
Keyword:
maximum likelihood
multiinnovation identification theory
nonlinear system
parameter estimation
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