Multi-innovation Stochastic Gradient Algorithms for Input Nonlinear Time-Varying Systems Based on the Line Search Strategy

Block-oriented nonlinear systems have attracted a considerable attention for their flexible structure and practicability. This study proposes a novel multi-innovation stochastic gradient (MISG) algorithm to address the identification problem in input nonlinear systems. This involves applying the inexact line search strategy to determine an appropriate convergence factor at each recursive step. The proposed algorithm tracks the nonlinear system dynamics faster than the conventional MISG algorithm. It is therefore suitable for online identification and can be applied to nonlinear time-varying systems. The concept of auxiliary model identification is also adopted for dealing with unmeasurable variables. The effectiveness of the proposed algorithm is verified through simulated examples.

[1]  Le Yi Wang,et al.  Identification of Wiener systems with quantized inputs and binary-valued output observations , 2017, Autom..

[2]  Jianbin Qiu,et al.  A Novel Approach to Reliable Control of Piecewise Affine Systems With Actuator Faults , 2017, IEEE Transactions on Circuits and Systems II: Express Briefs.

[3]  Xunyuan Yin,et al.  Distributed State Estimation of Sensor-Network Systems Subject to Markovian Channel Switching With Application to a Chemical Process , 2018, IEEE Transactions on Systems, Man, and Cybernetics: Systems.

[4]  F. Alsaadi,et al.  Recursive parameter identification of the dynamical models for bilinear state space systems , 2017 .

[5]  L. Armijo.  Minimization of functions having Lipschitz continuous first partial derivatives. , 1966 .

[6]  Juan Li,et al.  Gradient iterative algorithm for dual-rate nonlinear systems based on a novel particle filter , 2017, J. Frankl. Inst..

[7]  Luiz W. P. Biscainho,et al.  On the Sparsity-Based Identification and Compensation of Hammerstein Systems , 2017, IEEE Signal Processing Letters.

[8]  Yanjun Liu,et al.  Recursive Least Squares Algorithm for Nonlinear Dual-rate Systems Using Missing-Output Estimation Model , 2017, Circuits Syst. Signal Process..

[9]  Ramazan Havangi.  Joint Parameter and State Estimation Based on Marginal Particle Filter and Particle Swarm Optimization , 2018, Circuits Syst. Signal Process..

[10]  Yinggan Tang,et al.  A time-varying forgetting factor stochastic gradient combined with Kalman filter algorithm for parameter identification of dynamic systems , 2014 .

[11]  Ji Huang,et al.  Robust Tracking Control of Networked Control Systems: Application to a Networked DC Motor , 2013, IEEE Transactions on Industrial Electronics.

[12]  Baolin Liu,et al.  A multi-innovation generalized extended stochastic gradient algorithm for output nonlinear autoregressive moving average systems , 2014, Appl. Math. Comput..

[13]  Huiping Li,et al.  Robust H∞ filtering for nonlinear stochastic systems with uncertainties and Markov delays , 2012, Autom..

[14]  Dandan Meng.  Recursive Least Squares and Multi-innovation Gradient Estimation Algorithms for Bilinear Stochastic Systems , 2017, Circuits Syst. Signal Process..

[15]  Bo Yu,et al.  Robust mixed H2/H∞ control of networked control systems with random time delays in both forward and backward communication links , 2011, Autom..

[16]  Hamid Reza Karimi,et al.  Reliable Control of Discrete-Time Piecewise-Affine Time-Delay Systems via Output Feedback , 2018, IEEE Transactions on Reliability.

[17]  Yaojie Lu,et al.  A Variational Bayesian Approach to Robust Identification of Switched ARX Models , 2016, IEEE Transactions on Cybernetics.

[18]  Xunyuan Yin,et al.  Distributed moving horizon state estimation of two-time-scale nonlinear systems , 2017, Autom..

[19]  Feng Ding,et al.  Least Squares Identification for Hammerstein Multi-input Multi-output Systems Based on the Key-Term Separation Technique , 2016, Circuits Syst. Signal Process..

[20]  Feng Ding,et al.  Iterative identification methods for input nonlinear multivariable systems using the key-term separation principle , 2015, J. Frankl. Inst..

[21]  Feng Ding,et al.  Hierarchical multi-innovation extended stochastic gradient algorithms for input nonlinear multivariable OEMA systems by the key-term separation principle , 2016 .

[22]  Jianbin Qiu,et al.  Nonsynchronized Robust Filtering Design for Continuous-Time T–S Fuzzy Affine Dynamic Systems Based on Piecewise Lyapunov Functions , 2013, IEEE Transactions on Cybernetics.

[23]  Xunyuan Yin,et al.  Robust Control of Networked Systems With Variable Communication Capabilities and Application to a Semi-Active Suspension System , 2016, IEEE/ASME Transactions on Mechatronics.

[24]  J. Vörös.  Recursive identification of discrete-time nonlinear cascade systems with time-varying output hysteresis , 2017 .

[25]  Feng Ding,et al.  The Gradient-Based Iterative Estimation Algorithms for Bilinear Systems with Autoregressive Noise , 2017, Circuits, Systems, and Signal Processing.

[26]  Sakti Prasad Ghoshal,et al.  Parametric Identification with Performance Assessment of Wiener Systems Using Brain Storm Optimization Algorithm , 2017, Circuits Syst. Signal Process..

[27]  Xianqiang Yang,et al.  Robust identification of Wiener time-delay system with expectation-maximization algorithm , 2017, J. Frankl. Inst..