A globally consistent nonlinear least squares estimator for identification of nonlinear rational systems

doi:10.1016/j.automatica.2016.11.009

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	A globally consistent nonlinear least squares estimator for identification of nonlinear rational systems
	Mu, Biqiang1,3 ; Bai, Er-Wei 2; Zheng, Wei Xing 3; Zhu, Quanmin 4
	2017-03-01
发表期刊	AUTOMATICA
ISSN	0005-1098
卷号	77 页码:322-335
摘要	This paper considers identification of nonlinear rational systems defined as the ratio of two nonlinear functions of past inputs and outputs. Despite its long history, a globally consistent identification algorithm remains illusive. This paper proposes a globally convergent identification algorithm for such nonlinear rational systems. To the best of our knowledge, this is the first globally convergent algorithm for the nonlinear rational systems. The technique employed is a two-step estimator. Though two-step estimators are known to produce consistent nonlinear least squares estimates if a root N consistent estimate can be determined in the first step, how to find such a root N consistent estimate in the first step for nonlinear rational systems is nontrivial and is not answered by any two-step estimators. The technical contribution of the paper is to develop a globally consistent estimator for nonlinear rational systems in the first step. This is achieved by involving model transformation, bias analysis, noise variance estimation, and bias compensation in the paper. Two simulation examples and a practical example are provided to verify the good performance of the proposed two-step estimator. (C) 2016 Elsevier Ltd. All rights reserved.
关键词	Nonlinear rational systems Nonlinear least squares estimators Two-step estimators root N/II-consistent estimators Gauss Newton algorithms
DOI	10.1016/j.automatica.2016.11.009
语种	英语
WOS研究方向	Automation & Control Systems ; Engineering
WOS类目	Automation & Control Systems ; Engineering, Electrical & Electronic
WOS记录号	WOS:000395354700034
出版者	PERGAMON-ELSEVIER SCIENCE LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/24884
专题	系统科学研究所
通讯作者	Mu, Biqiang
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China 2.Univ Iowa, Dept Elect & Comp Engn, Iowa City, IA 52242 USA 3.Univ Western Sydney, Sch Comp Engn & Math, Sydney, NSW 2751, Australia 4.Univ West England, Dept Engn Design & Math, Bristol BS16 1QY, Avon, England
推荐引用方式 GB/T 7714	Mu, Biqiang,Bai, Er-Wei,Zheng, Wei Xing,et al. A globally consistent nonlinear least squares estimator for identification of nonlinear rational systems[J]. AUTOMATICA,2017,77:322-335.
APA	Mu, Biqiang,Bai, Er-Wei,Zheng, Wei Xing,&Zhu, Quanmin.(2017).A globally consistent nonlinear least squares estimator for identification of nonlinear rational systems.AUTOMATICA,77,322-335.
MLA	Mu, Biqiang,et al."A globally consistent nonlinear least squares estimator for identification of nonlinear rational systems".AUTOMATICA 77(2017):322-335.