Gradient-Based Iterative Identification for Wiener Nonlinear Dynamic Systems with Moving Average Noises

Abstract

This paper focuses on the parameter identification problem for Wiener nonlinear dynamic systems with moving average noises. In order to improve the convergence rate, the gradient-based iterative algorithm is presented by replacing the unmeasurable variables with their corresponding iterative estimates, and to compute iteratively the noise estimates based on the obtained parameter estimates. The simulation results show that the proposed algorithm can effectively estimate the parameters of Wiener systems with moving average noises.

Keywords

• nonlinear dynamic system
• stochastic gradient
• iterative algorithm
• output error moving average
• parameter estimation