Hierarchical identification for multivariate Hammerstein systems by using the modified Kalman filter

被引：89
作者：
Ma, Junxia [1 ,2 ]
Xiong, Weili [1 ]
Chen, Jing [1 ]
Ding, Feng [1 ,3 ]
机构：
[1] Jiangnan Univ, Sch Internet Things Engn, Key Lab Adv Proc Control Light Ind, Minist Educ, Wuxi 214122, Peoples R China
[2] Univ Alberta, Dept Chem & Mat Engn, Edmonton, AB T6G 2G6, Canada
[3] Hubei Univ Technol, Sch Elect & Elect Engn, Wuhan 430068, Peoples R China
来源：
IET CONTROL THEORY AND APPLICATIONS | 2017年 / 11卷 / 06期
基金：
中国国家自然科学基金;
关键词：
MIMO systems; Kalman filters; autoregressive processes; least squares approximations; delays; hierarchical identification; multivariate Hammerstein system; modified Kalman filter; parameter estimation; multiinput multioutput Hammerstein system; dynamic time-invariant subsystem; controlled autoregressive model; communication delay; MKF-based recursive least squares algorithm; MKF-based hierarchical LS algorithm; convergence analysis; LEAST-SQUARES ALGORITHM; PARAMETER-IDENTIFICATION; NONLINEAR-SYSTEMS; DYNAMICAL-SYSTEMS; NEWTON ITERATION; STATE ESTIMATION; AUXILIARY MODEL; ROBUST;
D O I：
10.1049/iet-cta.2016.1033
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 parameter estimation problem for multi-input multi-output Hammerstein systems is considered. For the Hammerstein model to be identified, its dynamic time-invariant subsystem is described by a controlled autoregressive model with a communication delay. The modified Kalman filter (MKF) algorithm is derived to estimate the unknown intermediate variables in the system and the MKF-based recursive least squares (LS) algorithm is presented to estimate all the unknown parameters. Furthermore, the hierarchical identification is adopted to decompose the system into two fictitious subsystems: one containing the unknown parameters in the non-linear block and the other containing the unknown parameters in the linear subsystem. Then an MKF-based hierarchical LS algorithm is derived. The convergence analysis shows the performance of the presented algorithms. The numerical simulation results indicate that the proposed algorithms are effective.
引用
收藏
页码：857 / 869
页数：13
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