Combined state and parameter estimation for Hammerstein systems with time-delay using the Kalman filtering

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Ma, Junxia and Ding, Feng and Xiong, Weili and Yang, Erfu (2017) Combined state and parameter estimation for Hammerstein systems with time-delay using the Kalman filtering. International Journal of Adaptive Control and Signal Processing, 31 (8). pp. 1139-1151. ISSN 0890-6327 (https://doi.org/10.1002/acs.2752)

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Abstract

This paper discusses the state and parameter estimation problem for a class of Hammerstein state space systems with time-delay. Both the process noise and the measurement noise are considered in the system. Based on the observable canonical state space form and the key term separation, a pseudo-linear regressive identification model is obtained. For the unknown states in the information vector, the Kalman filter is used to search for the optimal state estimates. A Kalman-filter based least squares iterative and a recursive least squares algorithms are proposed. Extending the information vector to include the latest information terms which are missed for the time-delay, the Kalman-filter based recursive extended least squares algorithm is derived to obtain the estimates of the unknown time-delay, parameters and states. The numerical simulation results are given to illustrate the effectiveness of the proposed algorithms.

ORCID iDs

Ma, Junxia, Ding, Feng, Xiong, Weili and Yang, Erfu ORCID logoORCID: https://orcid.org/0000-0003-1813-5950;
  • Item type:Article
    ID code:59458
    Dates:
    Date
    Event
    31 August 2017
    Published
    25 January 2017
    Published Online
    7 December 2016
    Accepted
    Notes:This is the peer reviewed version of the following article: Ma, J, Ding, F, Xiong, W & Yang, E 2017, 'Combined state and parameter estimation for Hammerstein systems with time-delay using the Kalman filtering' International Journal of Adaptive Control and Signal Processing, vol 31, no. 8, pp. 1139-1151., which has been published in final form at https://doi.org/10.1002/acs.2752. This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Self-Archiving.
    Subjects:Technology > Manufactures
    Department:Faculty of Engineering > Design, Manufacture and Engineering Management
    Depositing user: Pure Administrator
    Date deposited:17 Jan 2017 14:06
    Last modified:03 Dec 2024 02:16
    Related URLs:
    URI:https://strathprints.strath.ac.uk/id/eprint/59458
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