Gradient-Based Iterative Identification for Wiener Nonlinear Dynamic Systems with Moving Average Noises

Autor: Lincheng Zhou, Xiangli Li, Huigang Xu, Peiyi Zhu
Jazyk: angličtina
Rok vydání: 2015
Předmět:
Zdroj: Algorithms, Vol 8, Iss 3, Pp 712-722 (2015)
Druh dokumentu: article
ISSN: 1999-4893
DOI: 10.3390/a8030712
Popis: This paper focuses on the parameter identification problem for Wiener nonlinear dynamic systems with moving average noises. In order to improve the convergence rate, the gradient-based iterative algorithm is presented by replacing the unmeasurable variables with their corresponding iterative estimates, and to compute iteratively the noise estimates based on the obtained parameter estimates. The simulation results show that the proposed algorithm can effectively estimate the parameters of Wiener systems with moving average noises.
Databáze: Directory of Open Access Journals