An optimal two-stage identification algorithm for Hammerstein–Wiener nonlinear systems

Automatica ◽  
1998 ◽  
Vol 34 (3) ◽  
pp. 333-338 ◽  
Author(s):  
Er-Wei Bai
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 36 (6) ◽  
pp. 2111-2130
Author(s):  
Yamna Ghoul

Purpose This study/paper aims to present a separable identification algorithm for a multiple input single output (MISO) continuous time (CT) hybrid “Box–Jenkins”. Design/methodology/approach This paper proposes an optimal method for the identification of MISO CT hybrid “Box–Jenkins” systems with unknown time delays by using the two-stage recursive least-square (TS-RLS) identification algorithm. Findings The effectiveness of the proposed scheme is shown with application to a simulation example. Originality/value A two-stage recursive least-square identification method is developed for multiple input single output continuous time hybrid “Box–Jenkins” system with multiple unknown time delays from sampled data. The proposed technique allows the division of the global CT hybrid “Box–Jenkins” system into two fictitious subsystems: the first one contains the parameters of the system model, including the multiple unknown time delays, and the second contains the parameters of the noise model. Then the TS-RLS identification algorithm can be applied easily to estimate all the parameters of the studied system.


2014 ◽  
Vol 2014 ◽  
pp. 1-7 ◽  
Author(s):  
Fengxia Xu ◽  
Yao Cheng ◽  
Hongliang Ren ◽  
Shili Wang

U-model can approximate a large class of smooth nonlinear time-varying delay system to any accuracy by using time-varying delay parameters polynomial. This paper proposes a new approach, namely, U-model approach, to solving the problems of analysis and synthesis for nonlinear systems. Based on the idea of discrete-time U-model with time-varying delay, the identification algorithm of adaptive neural network is given for the nonlinear model. Then, the controller is designed by using the Newton-Raphson formula and the stability analysis is given for the closed-loop nonlinear systems. Finally, illustrative examples are given to show the validity and applicability of the obtained results.


2007 ◽  
Vol 1 (3) ◽  
pp. 145-160 ◽  
Author(s):  
Padhraig Gormley ◽  
Kang Li ◽  
George W. Irwin

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