Adaptive filtering-based multi-innovation gradient algorithm for input nonlinear systems with autoregressive noise

Mao, Yawen and Ding, Feng and Yang, Erfu (2017) Adaptive filtering-based multi-innovation gradient algorithm for input nonlinear systems with autoregressive noise. International Journal of Adaptive Control and Signal Processing. ISSN 0890-6327 (https://doi.org/10.1002/acs.2772)

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Abstract

In this paper, by means of the adaptive filtering technique and the multi-innovation identification theory, an adaptive filtering-based multi-innovation stochastic gradient identification algorithm is derived for Hammerstein nonlinear systems with colored noise. The new adaptive filtering configuration consists of a noise whitening filter and a parameter estimator. The simulation results show that the proposed algorithm has higher parameter estimation accuracies and faster convergence rates than the multi-innovation stochastic gradient algorithm for the same innovation length. As the innovation length increases, the filtering-based multi-innovation stochastic gradient algorithm gives smaller parameter estimation errors than the recursive least squares algorithm.

ORCID iDs

Mao, Yawen, Ding, Feng and Yang, Erfu ORCID logoORCID: https://orcid.org/0000-0003-1813-5950;