Data filtering based maximum likelihood forgetting factor stochastic gradient parameter estimation algorithm for feedback nonlinear systems with colored noise

被引：0

作者：

Li, Junhong ^{[1
]}

Li, Xiao ^{[1
]}

Zhang, Jiali ^{[1
]}

机构：

[1] Nantong Univ, Sch Elect Engn, Nantong 226019, Peoples R China

来源：

2017 CHINESE AUTOMATION CONGRESS (CAC) | 2017年

基金：

中国国家自然科学基金;

关键词：

Data filtering; Maximum likelihood; System modeling; Parameter estimation; Feedback nonlinear system; ITERATIVE ESTIMATION ALGORITHMS; IDENTIFICATION; MODEL;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper considers the parameter estimation of feedback nonlinear systems with colored noise. According to the data filtering technique and maximum likelihood principle, a maximum likelihood forgetting factor stochastic gradient identification method is presented for the discussed feedback nonlinear systems. The simulation results indicate that the proposed algorithm is effective.

引用

页码：7246 / 7250

页数：5

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