Title
Auxiliary model based multi-innovation algorithms for multivariable nonlinear systems
Abstract
This paper considers the identification problem for multi-input multi-output nonlinear systems. The difficulty of the parameter identification of such systems is that the information vector in the identification model contains unknown variables. The solution is using the auxiliary model identification idea to overcome the difficulty. An auxiliary model based multi-innovation extended stochastic gradient algorithm is presented by expanding the innovation vector to an innovation matrix. The proposed algorithm uses not only the current innovation but also the past innovations at each recursion and thus the parameter estimation accuracy can be improved. The numerical example shows that the proposed algorithm is effective.
Year
DOI
Venue
2010
10.1016/j.mcm.2010.05.026
Mathematical and Computer Modelling
Keywords
Field
DocType
innovation matrix,multi-innovation identification,multi-input multi-output systems,identification model,innovation vector,multivariable nonlinear system,proposed algorithm,identification problem,auxiliary model,parameter identification,parameter estimation,auxiliary model identification idea,auxiliary model identification,multi-innovation algorithm,stochastic gradient,current innovation,past innovation,nonlinear system,model identification
Information system,Mathematical optimization,Nonlinear system,Multivariable nonlinear system,Matrix (mathematics),Algorithm,Estimation theory,System identification,Recursion,Parameter identification problem,Mathematics
Journal
Volume
Issue
ISSN
52
9-10
Mathematical and Computer Modelling
Citations 
PageRank 
References 
26
0.76
31
Authors
3
Name
Order
Citations
PageRank
Jing Chen1895.41
Yan Zhang2260.76
Ruifeng Ding326111.82