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Data filtering-based least squares iterative algorithm for Hammerstein nonlinear systems by using the model decomposition

delete2015-10-29
delete8
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OA
AI
J
Junxia Ma
丁
丁凤 (Feng Ding) *
E
Erfu Yang
DOI:10.1007/s11071-015-2454-xdelete
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Abstract

Abstract

En 中文
This paper focuses on the iterative identification problems for a class of Hammerstein nonlinear systems. By decomposing the system into two fictitious subsystems, a decomposition-based least squares iterative algorithm is presented for estimating the parameter vector in each subsystem. Moreover, a data filtering-based decomposition least squares iterative algorithm is proposed. The simulation results indicate that the data filtering-based least squares iterative algorithm can generate more accurate parameter estimates than the least squares iterative algorithm.
Keywords:
Data filtering
Least squares
Iterative algorithm
Model decomposition
Nonlinear system

Journal

Nonlinear Dynamics cover
Nonlinear Dynamics
IF:
6
Papers:
1.4W
Citations:
4.1W

Organization

J
Jiangnan University
Scholars:
3.9W
Papers: 2.7W
Citations: 4.7W
U
university of strathclyde
Scholars:
1.1W
Papers: 1.1W
Citations: 12
Cited Papers

Cited Papers

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