A hierarchical least squares identification algorithm for Hammerstein nonlinear systems using the key term separation

2018 ◽  
Vol 355 (8) ◽  
pp. 3737-3752 ◽  
Author(s):  
Feng Ding ◽  
Huibo Chen ◽  
Ling Xu ◽  
Jiyang Dai ◽  
Qishen Li ◽  
...  
Keyword(s):  
Nonlinear Systems ◽  
Least Squares ◽  
Identification Algorithm

scholarly journals Least-Squares-Based Iterative Identification Algorithm for Wiener Nonlinear Systems

2013 ◽  
Vol 2013 ◽  
pp. 1-6 ◽  
Author(s):  
Lincheng Zhou ◽  
Xiangli Li ◽  
Feng Pan
Keyword(s):  
Nonlinear Systems ◽  
Least Squares ◽  
Iterative Algorithm ◽  
Identification Problem ◽  
Identification Algorithm ◽  
Separation Principle ◽  
Iterative Identification ◽  
Simulation Results ◽  
Information Vector ◽  
Simplified Form

This paper focuses on the identification problem of Wiener nonlinear systems. The application of the key-term separation principle provides a simplified form of the estimated parameter model. To solve the identification problem of Wiener nonlinear systems with the unmeasurable variables in the information vector, the least-squares-based iterative algorithm is presented by replacing the unmeasurable variables in the information vector with their corresponding iterative estimates. The simulation results indicate that the proposed algorithm is effective.

scholarly journals Identification of an unstable ARMA equation

2001 ◽  
Vol 7 (1) ◽  
pp. 97-112 ◽  
Author(s):  
Yulia R. Gel ◽  
Vladimir N. Fomin
Keyword(s):  
Time Series ◽  
Least Squares ◽  
Infinite Order ◽  
Time Series Model ◽  
Identification Algorithm ◽  
Data Handling ◽  
Stochastic Time Series ◽  
Stochastic Time ◽  
Strongly Consistent ◽  
Minimal Phase

Usually the coefficients in a stochastic time series model are partially or entirely unknown when the realization of the time series is observed. Sometimes the unknown coefficients can be estimated from the realization with the required accuracy. That will eventually allow optimizing the data handling of the stochastic time series.Here it is shown that the recurrent least-squares (LS) procedure provides strongly consistent estimates for a linear autoregressive (AR) equation of infinite order obtained from a minimal phase regressive (ARMA) equation. The LS identification algorithm is accomplished by the Padé approximation used for the estimation of the unknown ARMA parameters.

A New Integrated Algorithm of Structure Determination and Parameter Estimation for Nonlinear Systems Identification

1999 ◽  
Author(s):  
Wang Xiao Wang ◽  
Jianyin Xie
Keyword(s):  
Parameter Estimation ◽  
Nonlinear Systems ◽  
Structure Determination ◽  
Model Identification ◽  
Identification Algorithm ◽  
Householder Transformation ◽  
Systems Identification ◽  
Value Decomposition ◽  
Svd Method ◽  
Nonlinear Systems Identification

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.

scholarly journals Identification Method for Voltage Sags Based on K-means-Singular Value Decomposition and Least Squares Support Vector Machine

Energies ◽  
2019 ◽  
Vol 12 (6) ◽  
pp. 1137 ◽  
Author(s):  
Haoyuan Sha ◽  
Fei Mei ◽  
Chenyu Zhang ◽  
Yi Pan ◽  
Jianyong Zheng
Keyword(s):  
Support Vector Machine ◽  
Singular Value Decomposition ◽  
Least Squares ◽  
Short Circuit ◽  
Singular Value ◽  
Support Vector ◽  
Voltage Sag ◽  
Svm Classifier ◽  
Identification Algorithm ◽  
Value Decomposition

Voltage sag is one of the most serious problems in power quality. The occurrence of voltage sag will lead to a huge loss in the social economy and have a serious effect on people’s daily life. The identification of sag types is the basis for solving the problem and ensuring the safe grid operation. Therefore, with the measured data uploaded by the sag monitoring system, this paper proposes a sag type identification algorithm based on K-means-Singular Value Decomposition (K-SVD) and Least Squares Support Vector Machine (LS-SVM). Firstly; each phase of the sag sample RMS data is sparsely coded by the K-SVD algorithm and the sparse coding information of each phase data is used as the feature matrix of the sag sample. Then the LS-SVM classifier is used to identify the sag type. This method not only works without any dependence on the sag data feature extraction by artificial ways, but can also judge the short-circuit fault phase, providing more effective information for the repair of grid faults. Finally, based on a comparison with existing methods, the accuracy advantages of the proposed algorithm with be presented.

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