Maximum likelihood stochastic gradient estimation for Hammerstein systems with colored noise based on the key term separation technique

  • Authors:
  • Junhong Li;Feng Ding

  • Affiliations:
  • Key Laboratory of Advanced Process Control for Light Industry (Ministry of Education), Jiangnan University, Wuxi 214122, PR China and School of Electrical Engineering, Nantong University, Nantong ...;Key Laboratory of Advanced Process Control for Light Industry (Ministry of Education), Jiangnan University, Wuxi 214122, PR China and Control Science and Engineering Research Center, Jiangnan Univ ...

  • Venue:
  • Computers & Mathematics with Applications
  • Year:
  • 2011

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Abstract

This paper considers the identification problems of Hammerstein finite impulse response moving average (FIR-MA) systems using the maximum likelihood principle and stochastic gradient method based on the key term separation technique. In order to improve the convergence rate, a maximum likelihood multi-innovation stochastic gradient algorithm is presented. The simulation results show that the proposed algorithms can effectively estimate the parameters of the Hammerstein FIR-MA systems.