Auxiliary model-based maximum likelihood multi-innovation recursive least squares identification for multiple-input multiple-output systems☆

被引：9
作者：
Wang, Huihui [1 ]
Zhang, Qian [1 ]
Liu, Ximei [1 ]
机构：
[1] Qingdao Univ Sci & Technol, Coll Automat & Elect Engn, Qingdao 266061, Peoples R China
来源：
JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS | 2024年 / 361卷 / 18期
基金：
中国国家自然科学基金;
关键词：
Multivariable system; Recursive identification; Maximum likelihood; Parameter estimation; Multi-innovation identification; PARAMETER-ESTIMATION; ESTIMATION ALGORITHMS; GRADIENT;
D O I：
10.1016/j.jfranklin.2024.107352
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The aim of this paper is to propose novel identification methods for multiple-input multiple- output systems. Through decomposing a system into subsystems, the system identification model is derived. Based on the obtained sub-model, an auxiliary model-based maximum likelihood recursive least squares algorithm is derived for parameter estimation. For further enhancing the estimation accuracy, the auxiliary model-based maximum likelihood multi- innovation recursive least squares (AM-ML-MIRLS) algorithm is proposed based on the proposed algorithm. Simulation results test the proposed algorithms are all effective, and prove that the proposed AM-ML-MIRLS algorithm has the superior performances in capturing the dynamic properties of the system.
引用
收藏
页数：15
相关论文
共 76 条
[1]   Maximum likelihood based multi-innovation stochastic gradient identification algorithms for bilinear stochastic systems with ARMA noise [J].
An, Shun ;
He, Yan ;
Wang, Longjin .
INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING, 2023, 37 (10) :2690-2705
[2]   Filtering-based maximum likelihood hierarchical recursive identification algorithms for bilinear stochastic systems [J].
An, Shun ;
Wang, Longjin ;
He, Yan .
NONLINEAR DYNAMICS, 2023, 111 (13) :12405-12420
[3]   Parameter estimation of fractional-order Hammerstein state space system based on the extended Kalman filter [J].
Bi, Yiqun ;
Ji, Yan .
INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING, 2023, 37 (07) :1827-1846
[4]   Second-order optimization methods for time-delay Autoregressive eXogenous models: Nature gradient descent method and its two modified methods [J].
Chen, Jing ;
Pu, Yan ;
Guo, Liuxiao ;
Cao, Junfeng ;
Zhu, Quanmin .
INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING, 2023, 37 (01) :211-223
[5]   Parameter estimation of dual-rate stochastic systems by using an output error method [J].
Ding, F ;
Chen, TW .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2005, 50 (09) :1436-1441
[6]   Combined parameter and output estimation of dual-rate systems using an auxiliary model [J].
Ding, F ;
Chen, TW .
AUTOMATICA, 2004, 40 (10) :1739-1748
[7]   Performance analysis of stochastic gradient algorithms under weak conditions [J].
Ding Feng ;
Yang HuiZhong ;
Liu Fei .
SCIENCE IN CHINA SERIES F-INFORMATION SCIENCES, 2008, 51 (09) :1269-1280
[8]   Recursive identification methods for general stochastic systems with colored noises by using the hierarchical identification principle and the filtering identification idea [J].
Ding, Feng ;
Xu, Ling ;
Zhang, Xiao ;
Zhou, Yihong ;
Luan, Xiaoli .
ANNUAL REVIEWS IN CONTROL, 2024, 57
[9]   Filtered generalized iterative parameter identification for equation-error autoregressive models based on the filtering identification idea [J].
Ding, Feng ;
Shao, Xingling ;
Xu, Ling ;
Zhang, Xiao ;
Xu, Huan ;
Zhou, Yihong .
INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING, 2024, 38 (04) :1363-1385
[10]   Hierarchical gradient- and least-squares-based iterative estimation algorithms for input-nonlinear output-error systems from measurement information by using the over-parameterization [J].
Ding, Feng ;
Xu, Ling ;
Zhang, Xiao ;
Ma, Hao .
INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, 2024, 34 (02) :1120-1147
12345678