Hierarchical recursive least squares parameter estimation of non-uniformly sampled Hammerstein nonlinear systems based on Kalman filter

• DOI: 10.1016/j.jfranklin.2017.02.010
• Publication Date: 2017-03-02T20:15:18Z
• Authors: Lincheng Zhou; Xiangli Li; Lijie Shan; Jing Xia; Wei Chen
• Keywords: 0209 industrial biotechnology; 02 engineering and technology

Abstract This paper focuses on parameter estimation problems for non-uniformly sampled Hammerstein nonlinear systems. By combining the lifting technique and state space transformation, we derive a nonlinear regression identification model with different input and output updating rates. Furthermore, the unmeasurable state vector is estimated by Kalman filter, and by using the hierarchical identification principle, we develop a hierarchical recursive least squares algorithm for estimating the unknown parameters of the identification model. Finally, illustrative examples are given to indicate that the proposed algorithm is effective.