Gradient-based parameter estimation for input nonlinear systems with ARMA noises based on the auxiliary model

2013 ◽  
Vol 72 (4) ◽  
pp. 865-871 ◽  
Author(s):  
Jing Chen ◽  
Yan Zhang ◽  
Ruifeng Ding
Author(s):  
Yanjiao Wang ◽  
Feng Ding

Hammerstein–Wiener (H–W) systems are a class of typical nonlinear systems. This paper studies the gradient-based parameter estimation algorithms for H–W nonlinear systems based on the multi-innovation identification theory and the data filtering technique. The proposed methods include a generalized extended stochastic gradient (GESG) algorithm, a multi-innovation GESG (MI-GESG) algorithm, a data filtering based GESG (F-GESG) algorithm and a data filtering based MI-GESG algorithm. Finally, the computational efficiency of the proposed algorithms are analyzed and compared. The simulation example verifies the theoretical results.


2021 ◽  
Author(s):  
Leonard Schmiester ◽  
Daniel Weindl ◽  
Jan Hasenauer

AbstractMotivationUnknown parameters of dynamical models are commonly estimated from experimental data. However, while various efficient optimization and uncertainty analysis methods have been proposed for quantitative data, methods for qualitative data are rare and suffer from bad scaling and convergence.ResultsHere, we propose an efficient and reliable framework for estimating the parameters of ordinary differential equation models from qualitative data. In this framework, we derive a semi-analytical algorithm for gradient calculation of the optimal scaling method developed for qualitative data. This enables the use of efficient gradient-based optimization algorithms. We demonstrate that the use of gradient information improves performance of optimization and uncertainty quantification on several application examples. On average, we achieve a speedup of more than one order of magnitude compared to gradient-free optimization. Additionally, in some examples, the gradient-based approach yields substantially improved objective function values and quality of the fits. Accordingly, the proposed framework substantially improves the parameterization of models from qualitative data.AvailabilityThe proposed approach is implemented in the open-source Python Parameter EStimation TOolbox (pyPESTO). All application examples and code to reproduce this study are available at https://doi.org/10.5281/zenodo.4507613.


Author(s):  
Wang Xiao Wang ◽  
Jianyin Xie

Abstract A new integrated algorithm of structure determination and parameter estimation is proposed for nonlinear systems identification in this paper, which is based on the Householder Transformation (HT), Givens and Modified Gram-Schmidt (MGS) algorithms. While being used for the polynomial and rational NARMAX model identification, it can select the model terms while deleting the unimportant ones from the assumed full model, avoiding the storage difficulty as the CGS identification algorithm does which is proposed by Billings et. al., and is numerically more stable. Combining the H algorithm with the modified bidiagonalization least squares (MBLS) algorithm and the singular value decomposition (SVD) method respectively, two algorithms referred to as the MBLSHT and SVDHT ones are proposed for the polynomial and rational NARMAX model identification. They are all numerically more stable than the HT or Givens or MGS algorithm given in this paper, and the MBLSHT algorithm has the best performance. A higher precision for the parameter estimation can thus be obtained by them, as supported b simulation results.


2019 ◽  
Vol 33 (07) ◽  
pp. 1950075 ◽  
Author(s):  
Gong Ren ◽  
Renhuan Yang ◽  
Renyu Yang ◽  
Pei Zhang ◽  
Xiuzeng Yang ◽  
...  

Compared to the integer-order systems, the system characteristics of the fractional system are closer to the system characteristics of the real engineering system, the study found beyond that, strictly speaking, various physical phenomena in nature are nonlinear. The problem of parameter estimation problem of fractional-order nonlinear systems can be transformed into the problem of parameter optimization problem by constructing an appropriate fitness function. This paper proposes a hybrid improvement algorithm based on whale optimization algorithm (WOA) to solve this problem and verify it both in Lorenz system and Lu system. The simulation result shows that the hybrid improved algorithm is superior to genetic algorithm (GA), particle swarm optimization (PSO), grasshopper optimization algorithm (GOA) and WOA in convergence speed and accuracy.


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