Title :
On the estimation of stochastic Wiener-Hammerstein type systems with non-smooth nonlinearity
Author :
Chen, C.-H. ; Fassois, S.D.
Author_Institution :
Dept. of Mech. Eng., Nat. Chinyi Inst. of Technol., Taiching, Taiwan
Abstract :
A time-domain method for the estimation of stochastic Wiener-Hammerstein-type systems with non-smooth nonlinearity is presented. The method includes two estimation modes: 1) initial parameter estimates are obtained through a sequence of stages consisting of linear regression and filtering operations; 2) the estimates are refined via a maximum likelihood procedure based upon gradient-free optimization. The proposed method overcomes the drawbacks of correlation/frequency domain schemes, offering statistically optimal estimates from a single data record of normal operating data. Its effectiveness is demonstrated via the estimation of a DC generator characterized by a combined dead-zone/saturation nonlinearity
Keywords :
DC generators; estimation theory; filtering theory; maximum likelihood estimation; optimisation; stochastic systems; time-domain analysis; DC generator; Wiener-Hammerstein type systems; filtering; linear regression; maximum likelihood estimation; nonsmooth nonlinearity; optimization; parameter estimation; stochastic systems; time-domain method; Filtering; Frequency domain analysis; Frequency estimation; Linear regression; Maximum likelihood estimation; Nonlinear filters; Optimization methods; Parameter estimation; Stochastic systems; Time domain analysis;
Conference_Titel :
American Control Conference, 1997. Proceedings of the 1997
Conference_Location :
Albuquerque, NM
Print_ISBN :
0-7803-3832-4
DOI :
10.1109/ACC.1997.610751
