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Global Gravitational Search Algorithm-Aided Kalman Filter Design for Volterra-Based Nonlinear System Identification

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Abstract

This paper proposes an efficient global gravitational search (GGS) algorithm-assisted Kalman filter (KF) design, called a GGS-KF technique, for accurate estimation of the Volterra-type nonlinear systems. KF is a well-known estimation technique for the dynamic states of the system. The best estimate is achieved if the system dynamics and noise statistical model parameters are available at the beginning. However, to estimate the real-time problems, these parameters are unstipulated or partly known. Due to this limitation, the performance of the KF degrades or sometimes diverges. In this work, two steps have been proposed for unknown system identification while overcoming the difficulty encountered in KF. The first step is to optimise the parameters of the KF using the GGS algorithm by considering a properly balanced fitness function. The second step is to estimate the unknown coefficients of the system by using the basic KF method with the optimally tuned KF parameters obtained from the first step. The proposed GGS-KF technique is tested on five different Volterra systems with various levels of noisy (10 dB, 15 dB and 20 dB) and noise-free input conditions. The simulation results confirm that the GGS-KF-based identification approach results in the most accurate estimations compared to the conventional KF and other reported techniques in terms of parameter estimation error, mean-squared error (MSE), fitness percentage (FIT%), mean-squared deviation (MSD), and cumulative density function (CDF). To validate the practical applicability of the proposed technique, two benchmark systems have also been identified based on the original data sets.

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Janjanam, L., Saha, S.K., Kar, R. et al. Global Gravitational Search Algorithm-Aided Kalman Filter Design for Volterra-Based Nonlinear System Identification. Circuits Syst Signal Process 40, 2302–2334 (2021). https://doi.org/10.1007/s00034-020-01593-6

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