Data filtering based forgetting factor stochastic gradient algorithm for Hammerstein systems with saturation and preload nonlinearities

作者：Ma, Junxia; Xiong, Weili; Ding, Feng^*; Alsaedi, Ahmed; Hayat, Tasawar

来源：Journal of the Franklin Institute, 2016, 353(16): 4280-4299.

DOI：10.1016/j.jfranklin.2016.07.025

• SQUARES IDENTIFICATION ALGORITHM
• PARAMETER-ESTIMATION ALGORITHMS
• AUXILIARY MODEL
• INPUT NONLINEARITIES
• DYNAMICAL-SYSTEMS
• NEWTON ITERATION
• KALMAN FILTER
• COLORED NOISE
• BACKLASH
• CONVERGENCE

This paper considers the parameter estimation problem for Hammerstein systems with saturation and preload nonlinearities. Based on the key term separation technique, the output of the system is expressed as a linear combination of all the system parameters. By introducing the forgetting factors and using the data filtering technique, a data filtering based forgetting factor stochastic gradient (F-FF-SG) algorithm is presented. The simulation examples illustrate that the F-FF-SG algorithm has faster convergence rates and better parameter estimation accuracies than the stochastic gradient algorithm and the data filtering based stochastic gradient algorithm.

• 出版日期2016-11
• 单位江南大学