IDEAS home Printed from https://ideas.repec.org/a/gam/jmathe/v10y2022i3p438-d738159.html
   My bibliography  Save this article

Parameter Estimation Algorithms for Hammerstein Finite Impulse Response Moving Average Systems Using the Data Filtering Theory

Author

Listed:
  • Yan Ji

    (School of Mathematics, Southeast University, Nanjing 210096, China
    College of Automation and Electronic Engineering, Qingdao University of Science and Technology, Qingdao 266061, China)

  • Jinde Cao

    (School of Mathematics, Southeast University, Nanjing 210096, China
    Yonsei Frontier Lab, Yonsei University, Seoul 03722, Korea)

Abstract

This paper considers the parameter estimation problems of Hammerstein finite impulse response moving average (FIR–MA) systems. Based on the matrix transformation and the hierarchical identification principle, the Hammerstein FIR–MA system is recast into two models, and a decomposition-based recursive least-squares algorithm is deduced for estimating the parameters of these two models. In order to further improve the accuracy of the parameter estimation, a multi-innovation hierarchical least-squares algorithm based on the data filtering theory proposed. Finally, a simulation example demonstrates the effectiveness of the proposed scheme.

Suggested Citation

  • Yan Ji & Jinde Cao, 2022. "Parameter Estimation Algorithms for Hammerstein Finite Impulse Response Moving Average Systems Using the Data Filtering Theory," Mathematics, MDPI, vol. 10(3), pages 1-16, January.
    • Handle: RePEc:gam:jmathe:v:10:y:2022:i:3:p:438-:d:738159
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/2227-7390/10/3/438/pdf
    Download Restriction: no
    File URL: https://www.mdpi.com/2227-7390/10/3/438/
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Ruofeng Rao & Zhi Lin & Xiaoquan Ai & Jiarui Wu, 2022. "Synchronization of Epidemic Systems with Neumann Boundary Value under Delayed Impulse," Mathematics, MDPI, vol. 10(12), pages 1-10, June.
    2. Chaudhary, Naveed Ishtiaq & Khan, Zeshan Aslam & Kiani, Adiqa Kausar & Raja, Muhammad Asif Zahoor & Chaudhary, Iqra Ishtiaq & Pinto, Carla M.A., 2022. "Design of auxiliary model based normalized fractional gradient algorithm for nonlinear output-error systems," Chaos, Solitons & Fractals, Elsevier, vol. 163(C).
    3. Xinggui Li & Ruofeng Rao & Xinsong Yang, 2022. "Impulsive Stabilization on Hyper-Chaotic Financial System under Neumann Boundary," Mathematics, MDPI, vol. 10(11), pages 1-18, May.
    4. Khizer Mehmood & Naveed Ishtiaq Chaudhary & Khalid Mehmood Cheema & Zeshan Aslam Khan & Muhammad Asif Zahoor Raja & Ahmad H. Milyani & Abdulellah Alsulami, 2023. "Design of Nonlinear Marine Predator Heuristics for Hammerstein Autoregressive Exogenous System Identification with Key-Term Separation," Mathematics, MDPI, vol. 11(11), pages 1-20, May.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jmathe:v:10:y:2022:i:3:p:438-:d:738159. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.