Parameter estimation of the fractional-order Hammerstein–Wiener model using simplified refined instrumental variable fractional-order continuous time

2.50
Hdl Handle:
http://hdl.handle.net/2436/620762
Title:
Parameter estimation of the fractional-order Hammerstein–Wiener model using simplified refined instrumental variable fractional-order continuous time
Authors:
Allafi, Walid; Zajic, Ivan; Uddin, Kotub; Burnham, Keith J.
Abstract:
This study proposes a direct parameter estimation approach from observed input–output data of a stochastic single-input–single-output fractional-order continuous-time Hammerstein–Wiener model by extending a well known iterative simplified refined instrumental variable method. The method is an extension of the simplified refined instrumental variable method developed for the linear fractional-order continuous-time system, denoted. The advantage of this novel extension, compared with published methods, is that the static output non-linearity of the Wiener model part does not need to be invertible. The input and output static non-linear functions are represented by a sum of the known basis functions. The proposed approach estimates the parameters of the linear fractional-order continuous-time subsystem and the input and output static non-linear functions from the sampled input–output data by considering the system to be a multi-input–single-output linear fractional-order continuous-time model. These extra inputs represent the basis functions of the static input and output non-linearity, where the output basis functions are simulated according to the previous estimates of the fractional-order linear subsystem and the static input non-linear function at every iteration. It is also possible to estimate the classical integer-order model counterparts as a special case. Subsequently, the proposed extension to the simplified refined instrumental variable method is considered in the classical integer-order continuous-time Hammerstein–Wiener case. In this paper, a Monte Carlo simulation analysis is applied for demonstrating the performance of the proposed approach to estimate the parameters of a fractional-order Hammerstein–Wiener output model.
Citation:
Parameter estimation of the fractional-order Hammerstein–Wiener model using simplified refined instrumental variable fractional-order continuous time 2017, 11 (15):2591 IET Control Theory & Applications
Publisher:
The Institution of Engineering and Technology
Journal:
IET Control Theory & Applications
Issue Date:
13-Oct-2017
URI:
http://hdl.handle.net/2436/620762
DOI:
10.1049/iet-cta.2017.0284
Additional Links:
http://digital-library.theiet.org/content/journals/10.1049/iet-cta.2017.0284
Type:
Article
Language:
en
ISSN:
1751-8644
Appears in Collections:
FSE

Full metadata record

DC FieldValue Language
dc.contributor.authorAllafi, Waliden
dc.contributor.authorZajic, Ivanen
dc.contributor.authorUddin, Kotuben
dc.contributor.authorBurnham, Keith J.en
dc.date.accessioned2017-10-12T13:22:43Z-
dc.date.available2017-10-12T13:22:43Z-
dc.date.issued2017-10-13-
dc.identifier.citationParameter estimation of the fractional-order Hammerstein–Wiener model using simplified refined instrumental variable fractional-order continuous time 2017, 11 (15):2591 IET Control Theory & Applicationsen
dc.identifier.issn1751-8644en
dc.identifier.doi10.1049/iet-cta.2017.0284-
dc.identifier.urihttp://hdl.handle.net/2436/620762-
dc.description.abstractThis study proposes a direct parameter estimation approach from observed input–output data of a stochastic single-input–single-output fractional-order continuous-time Hammerstein–Wiener model by extending a well known iterative simplified refined instrumental variable method. The method is an extension of the simplified refined instrumental variable method developed for the linear fractional-order continuous-time system, denoted. The advantage of this novel extension, compared with published methods, is that the static output non-linearity of the Wiener model part does not need to be invertible. The input and output static non-linear functions are represented by a sum of the known basis functions. The proposed approach estimates the parameters of the linear fractional-order continuous-time subsystem and the input and output static non-linear functions from the sampled input–output data by considering the system to be a multi-input–single-output linear fractional-order continuous-time model. These extra inputs represent the basis functions of the static input and output non-linearity, where the output basis functions are simulated according to the previous estimates of the fractional-order linear subsystem and the static input non-linear function at every iteration. It is also possible to estimate the classical integer-order model counterparts as a special case. Subsequently, the proposed extension to the simplified refined instrumental variable method is considered in the classical integer-order continuous-time Hammerstein–Wiener case. In this paper, a Monte Carlo simulation analysis is applied for demonstrating the performance of the proposed approach to estimate the parameters of a fractional-order Hammerstein–Wiener output model.en
dc.language.isoenen
dc.publisherThe Institution of Engineering and Technologyen
dc.relation.urlhttp://digital-library.theiet.org/content/journals/10.1049/iet-cta.2017.0284en
dc.rightsArchived with thanks to IET Control Theory & Applicationsen
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/*
dc.subjectdirect parameter estimationen
dc.subjectHammerstein-Wiener modelen
dc.subjectMonte Carlo simulation analysisen
dc.titleParameter estimation of the fractional-order Hammerstein–Wiener model using simplified refined instrumental variable fractional-order continuous timeen
dc.typeArticleen
dc.identifier.journalIET Control Theory & Applicationsen
dc.date.accepted2017-06-
rioxxterms.funderInternalen
rioxxterms.identifier.projectUoW121017KBen
rioxxterms.versionAMen
rioxxterms.licenseref.urihttps://creativecommons.org/CC BY-NC-ND 4.0en
rioxxterms.licenseref.startdate2017-10-13en
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