Title
Gradient-Based Iterative Identification for Wiener Nonlinear Dynamic Systems with Moving Average Noises
Abstract
This paper focuses on the parameter identification problem for Wiener nonlinear dynamic systems with moving average noises. In order to improve the convergence rate, the gradient-based iterative algorithm is presented by replacing the unmeasurable variables with their corresponding iterative estimates, and to compute iteratively the noise estimates based on the obtained parameter estimates. The simulation results show that the proposed algorithm can effectively estimate the parameters of Wiener systems with moving average noises.
Year
DOI
Venue
2015
10.3390/a8030712
ALGORITHMS
Keywords
Field
DocType
nonlinear dynamic system,stochastic gradient,iterative algorithm,output error moving average,parameter estimation
Mathematical optimization,Iterative method,Rate of convergence,Estimation theory,Moving average,Nonlinear dynamic systems,Mathematics,Parameter identification problem
Journal
Volume
Issue
ISSN
8
3
1999-4893
Citations 
PageRank 
References 
2
0.38
22
Authors
4
Name
Order
Citations
PageRank
Lincheng Zhou1273.92
Xiangli Li221.40
Huigang Xu320.72
Peiyi Zhu463.21