Skip to main content
Log in

Auxiliary Model-Based Iterative Estimation Algorithms for Nonlinear Systems Using the Covariance Matrix Adaptation Strategy

  • Published:
Circuits, Systems, and Signal Processing Aims and scope Submit manuscript

Abstract

This paper focuses on the parameter estimation problem of Hammerstein nonlinear systems with colored noise. By virtue of the covariance matrix adaptation strategy and the auxiliary model identification idea, an auxiliary model-based covariance matrix adaptation (AM-CMA) identification algorithm is presented. Furthermore, for the purpose of improving the optimization efficiency of the AM-CMA algorithm, we introduce the gradient search into the AM-CMA algorithm and propose an auxiliary model-based covariance matrix and gradient search adaptation (AM-CMGA) identification algorithm. The proposed algorithms are efficient and can give satisfactory parameter estimation results. The proposed algorithms are efficient and can give satisfactory parameter estimation results. The simulation examples are provided to demonstrate the effectiveness of our approaches.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6
Fig. 7
Fig. 8
Fig. 9
Fig. 10

Similar content being viewed by others

Data availability of material

Data sharing is not applicable to this article as no new data were created or analyzed in this study.

References

  1. I.A. Aljamaan, M.M. Al-Dhaifallah, D.T. Westwick, Hammerstein Box-Jenkins system identification of the cascaded tanks benchmark system. Math. Probl. Eng. (2021). https://doi.org/10.1155/2021/6613425

    Article  Google Scholar 

  2. Y. An, Y.J. Zhang, W.J. Cao et al., A lightweight and practical anonymous authentication protocol based on bit-self-test PUF. Electronics 11(5), 772 (2022)

    Article  Google Scholar 

  3. D. V. Arnold, N.A. Hansen, (1+1)-CMA-ES for constrained optimisation. in Proceedings of the 14th annual conference on Genetic and evolutionary computation, July, 2012, 297–304

  4. D.V. Arnold, R. Salomon, Evolutionary gradient search revisited. IEEE Trans. Evol. Comput. 11(4), 480–495 (2007)

    Article  Google Scholar 

  5. A. Auger, M. Schoenauer, N. Vanhaecke, LS-CMA-ES: A second-order algorithm for covariance matrix adaptation. in International Conference on Parallel Problem Solving from Nature, September, 182–191. (2004) Springer, Berlin

  6. B. Bai, M. Fu, A blind approach to Hammerstein model identification. IEEE Trans. Signal Process. 50(7), 1610–1619 (2002)

    Article  Google Scholar 

  7. H.G. Beyer, B. Sendhoff, Simplify your covariance matrix adaptation evolution strategy. IEEE Trans. Evol. Comput. 21(5), 746–759 (2017)

    Article  Google Scholar 

  8. Y.F. Chen, C. Zhang, C.Y. Liu, Atrial fibrillation detection using feedforward neural network. J. Med. Biolog. Eng. 42(1), 63–73 (2022)

    Article  Google Scholar 

  9. F. Ding, System Identification - Auxiliary Model Identification Idea and Methods (Science Press, Beijing, 2017)

    MATH  Google Scholar 

  10. F. Ding, Hierarchical multi-innovation stochastic gradient algorithm for Hammerstein nonlinear system modeling. Appl. Math. Modell. 37(4), 1694–1704 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  11. F. Ding, Coupled-least-squares identification for multivariable systems. IET Control Theory Appl. 7(1), 68–79 (2013)

    Article  MathSciNet  Google Scholar 

  12. F. Ding, Combined state and least squares parameter estimation algorithms for dynamic systems. Appl. Math. Modell. 38(1), 403–412 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  13. F. Ding, T. Chen, Combined parameter and output estimation of dual-rate systems using an auxiliary model. Automatica 40(10), 1739–1748 (2004)

    Article  MathSciNet  MATH  Google Scholar 

  14. F. Ding, T. Chen, Parameter estimation of dual-rate stochastic systems by using an output error method. IEEE Trans. Autom. Control 50(9), 1436–1441 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  15. F. Ding, G. Liu, X.P. Liu, Partially coupled stochastic gradient identification methods for non-uniformly sampled systems. IEEE Trans. Automat Control 55(8), 1976–1981 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  16. F. Ding, Y.J. Liu, B. Bao, Gradient based and least squares based iterative estimation algorithms for multi-input multi-output systems. Proc. Inst. Mech. Eng. Part I J. Syst. Control Eng. 226(1), 43–55 (2012)

    Google Scholar 

  17. J.L. Ding, W.H. Zhang, Finite-time adaptive control for nonlinear systems with uncertain parameters based on the command filters. Int. J. Adapt. Control Signal Process. 35(9), 1754–1767 (2021)

    Article  MathSciNet  Google Scholar 

  18. Y.M. Fan, X.M. Liu, Two-stage auxiliary model gradient-based iterative algorithm for the input nonlinear controlled autoregressive system with variable-gain nonlinearity. Int. J. Robust Nonlinear Control 30(14), 5492–5509 (2020)

    Article  MathSciNet  MATH  Google Scholar 

  19. F.Z. Geng, X.Y. Wu, Reproducing kernel functions based univariate spline interpolation. Appl. Math. Lett. 122, 107525 (2021)

    Article  MathSciNet  MATH  Google Scholar 

  20. K. Hammar, T. Djamah, M. Bettayeb, Identification of fractional Hammerstein system with application to a heating process. Nonlinear Dyn. 96(4), 2613–2626 (2019)

    Article  MATH  Google Scholar 

  21. N. Hansen, The CMA evolution strategy: a comparing review. Towards a new evolutionary computation, 75–102 (2006)

  22. N. Hansen, The CMA evolution strategy: A tutorial. (2016). arXiv preprint arXiv:1604.00772

  23. J. Hou, F.W. Chen, P.H. Li, Z.Q. Zhu, Gray-box parsimonious subspace identification of Hammerstein-type systems. IEEE Trans. Ind. Electron. 68(10), 9941–9951 (2021)

    Article  Google Scholar 

  24. C. Igel, N. Hansen, S. Roth, Covariance matrix adaptation for multi-objective optimization. Evol. Comput. 15(1), 1–28 (2007)

    Article  Google Scholar 

  25. Y. Ji, X.K. Jiang, L.J. Wan, Hierarchical least squares parameter estimation algorithm for two-input Hammerstein finite impulse response systems. J. Frankl. Inst. 357(8), 5019–5032 (2020)

    Article  MathSciNet  MATH  Google Scholar 

  26. Y. Ji, Z. Kang, X. Zhang, Model recovery for multi-input signal-output nonlinear systems based on the compressed sensing recovery theory. J. Frankl. Inst. 359(5), 2317–2339 (2022)

    Article  MathSciNet  MATH  Google Scholar 

  27. Y. Ji, Z. Kang, Three-stage forgetting factor stochastic gradient parameter estimation methods for a class of nonlinear systems. Int. J. Robust Nonlinear Control 31(3), 971–987 (2021)

    Article  MathSciNet  Google Scholar 

  28. Y. Ji, Z. Kang, X.M. Liu, The data filtering based multiple-stage Levenberg-Marquardt algorithm for Hammerstein nonlinear systems. Int. J. Robust Nonlinear Control 31(15), 7007–7025 (2021)

    Article  MathSciNet  Google Scholar 

  29. Y. Ji, Z. Kang, C. Zhang, Two-stage gradient-based recursive estimation for nonlinear models by using the data filtering. Int. J. Control Autom. Syst. 19(8), 2706–2715 (2021)

    Article  Google Scholar 

  30. Y. Ji, C. Zhang, Z. Kang, Parameter estimation for block-oriented nonlinear systems using the key term separation. Int. J. Robust Nonlinear Control 30(9), 3727–3752 (2020)

    Article  MathSciNet  MATH  Google Scholar 

  31. J. Li, T. Zong, J. Gu, L. Hua, Parameter estimation of Wiener systems based on the particle swarm iteration and gradient search principle. Circuits Syst. Signal Process. 39(7), 3470–3495 (2020)

    Article  MATH  Google Scholar 

  32. J.M. Li, F. Ding, Fitting nonlinear signal models using the increasing-data criterion. IEEE Signal Process. Lett. 29, 1302–1306 (2022)

    Article  Google Scholar 

  33. M. Li, G. Xu, Q. Lai, J. Chen, A chaotic strategy-based quadratic opposition-based learning adaptive variable-speed whale optimization algorithm. Math. Comput. Simul. 193, 71–99 (2022)

    Article  MathSciNet  MATH  Google Scholar 

  34. M.H. Li, X.M. Liu, Maximum likelihood least squares based iterative estimation for a class of bilinear systems using the data filtering technique. Int. J. Control Autom. Syst. 18(6), 1581–1592 (2020)

    Article  Google Scholar 

  35. M.H. Li, X.M. Liu, Maximum likelihood hierarchical least squares-based iterative identification for dual-rate stochastic systems. Int. J. Adapt. Control Signal Process. 35(2), 240–261 (2021)

    Article  MathSciNet  Google Scholar 

  36. M.H. Li, X.M. Liu, Iterative identification methods for a class of bilinear systems by using the particle filtering technique. Int. J. Adapt. Control Signal Process. 35(10), 2056–2074 (2021)

    Article  MathSciNet  Google Scholar 

  37. X.Y. Li, H.L. Wang, B.Y. Wu, A stable and efficient technique for linear boundary value problems by applying kernel functions. Appl. Numer. Math. 172, 206–214 (2022)

    Article  MathSciNet  MATH  Google Scholar 

  38. X.Y. Li, B.Y. Wu, Superconvergent kernel functions approaches for the second kind Fredholm integral equations. Appl. Numer. Math. 167, 202–210 (2021)

    Article  MathSciNet  MATH  Google Scholar 

  39. S.Y. Liu, X. Zhang, L. Xu et al., Expectation-maximization algorithm for bilinear systems by using the Rauch-Tung-Striebel smoother. Automatica 142, 110365 (2022)

    Article  MathSciNet  MATH  Google Scholar 

  40. X.M. Liu, Y.M. Fan, Maximum likelihood extended gradient-based estimation algorithms for the input nonlinear controlled autoregressive moving average system with variable-gain nonlinearity. Int. J. Robust Nonlinear Control 31(9), 4017–4036 (2021)

    Article  MathSciNet  Google Scholar 

  41. L. Ljung, System Identification: Theory for the User, 2nd edn. (Prentice Hall, Englewood Cliffs, New Jersey, 1999)

    MATH  Google Scholar 

  42. P. Ma, L. Wang, Filtering-based recursive least squares estimation approaches for multivariate equation-error systems by using the multiinnovation theory. Int. J. Adapt. Control Signal Process. 35(9), 1898–1915 (2021)

    Article  MathSciNet  Google Scholar 

  43. H. Ma, J. Pan, W. Ding, Partially-coupled least squares based iterative parameter estimation for multi-variable output-error-like autoregressive moving average systems. IET Control Theory Appl. 13(18), 3040–3051 (2019)

    Article  MathSciNet  Google Scholar 

  44. H. Ma, X. Zhang, Q.Y. Liu, Partially-coupled gradient-based iterative algorithms for multivariable output-error-like systems with autoregressive moving average noises. IET Control Theory Appl. 14(17), 2613–2627 (2020)

    Article  MathSciNet  Google Scholar 

  45. Y. Mao, Data filtering-based multi-innovation stochastic gradient algorithm for nonlinear output error autoregressive systems. Circuits Syst. Signal Process. 35(2), 651–667 (2016)

    Article  MATH  Google Scholar 

  46. Y. Mao, A novel parameter separation based identification algorithm for Hammerstein systems. Appl. Math. Lett. 60, 21–27 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  47. J. Pan, Q. Chen, J. Xiong, G. Chen, A novel quadruple boost nine level switched capacitor inverter. J. Electr. Eng. Technol. (2022). https://doi.org/10.1007/s42835-022-01130-2

    Article  Google Scholar 

  48. J. Pan, X. Jiang, X.K. Wan, A filtering based multi-innovation extended stochastic gradient algorithm for multivariable control systems. Int. J. Control Autom. Syst. 15(3), 1189–1197 (2017)

    Article  Google Scholar 

  49. J. Pan, H. Ma, X. Zhang, Recursive coupled projection algorithms for multivariable output-error-like systems with coloured noises. IET Signal Process. 14(7), 455–466 (2020)

    Article  Google Scholar 

  50. M. Schoukens, P. Mattson, T. Wigren, Cascaded tanks benchmark combining soft and hard nonlinearities. Workshop on Nonlinear System Identification Benchmarks, April, 20–23 (2016)

  51. J. Shu, J. He, L. Li, MSIS: Multispectral instance segmentation method for power equipment. Comput. Intell. Neurosci. 2022, Article ID 2864717 (2022)

  52. P. Suominen, A. Brink, T. Salmi, Parameter estimation of complex chemical kinetics with covariance matrix adaptation evolution strategy. Match-Commun. Math. Comput. Chem. 68(2), 469 (2012)

    Google Scholar 

  53. T. Suttorp, N. Hansen, C. Igel, Efficient covariance matrix update for variable metric evolution strategies. Mach. Learn. 75(2), 167–197 (2009)

    Article  MATH  Google Scholar 

  54. D. Vermetten, S. van Rijn, T. Bäck, Online selection of CMA-ES variants. in Proceedings of the Genetic and Evolutionary Computation Conference, July, 951–959 (2019)

  55. D. Wang, Hierarchical parameter estimation for a class of MIMO Hammerstein systems based on the reframed models. Appl. Math. Lett. 57, 13–19 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  56. D. Wang, S. Zhang, M. Gan, A novel EM identification method for Hammerstein systems with missing output data. IEEE Trans. Ind. Inf. 16(4), 2500–2508 (2019)

    Article  Google Scholar 

  57. J.W. Wang, Y. Ji, C. Zhang, Iterative parameter and order identification for fractional-order nonlinear finite impulse response systems using the key term separation. Int. J. Adapt. Control Signal Process. 35(8), 1562–1577 (2021)

    Article  MathSciNet  Google Scholar 

  58. H. Wang, G. Ke, J. Pan, Multitudinous potential hidden Lorenz-like attractors coined. Eur. Phys. J. Spec. Top. 231(3), 359–368 (2022)

    Article  Google Scholar 

  59. H. Wang, H. Fan, J. Pan, A true three-scroll chaotic attractor coined. Discrete Continuous Dyn. Syst. Ser. B 27(5), 2891–2915 (2022)

    Article  MathSciNet  MATH  Google Scholar 

  60. H.J. Wang, H.D. Fan, J. Pan, Complex dynamics of a four-dimensional circuit system. Int. J. Bifur. Chaos 31(14), 2150208 (2021)

    Article  MathSciNet  MATH  Google Scholar 

  61. J.X. Xiong, J. Pan, G.Y. Chen, Sliding mode dual-channel disturbance rejection attitude control for a quadrotor. IEEE Trans. Ind. Electron. 69(10), 10489–10499 (2022)

    Article  Google Scholar 

  62. W. Xiong, X. Yang, L. Ke, EM algorithm-based identification of a class of nonlinear Wiener systems with missing output data. Nonlinear Dyn. 80(1), 329–339 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  63. C.J. Xu, H.C. Xu, Adaptive biparite consensus of competitive linear multi-agent systems with asynchronous intermittent communication. Int. J. Robust Nonlinear Control 32(9), 5120–5140 (2022)

    Article  Google Scholar 

  64. H. Xu, B. Champagne, Joint parameter and time-delay estimation for a class of nonlinear time-series models. IEEE Signal Process. Lett. 29, 947–951 (2022)

    Article  Google Scholar 

  65. L. Xu, Separable multi-innovation Newton iterative modeling algorithm for multi-frequency signals based on the sliding measurement window. Circuits Syst. Signal Process. 41(2), 805–830 (2022)

    Article  Google Scholar 

  66. L. Xu, Separable Newton recursive estimation method through system responses based on dynamically discrete measurements with increasing data length. Int. J. Control Autom. Syst. 20(2), 432–443 (2022)

    Article  Google Scholar 

  67. L. Xu, F.Y. Chen, T. Hayat, Hierarchical recursive signal modeling for multi-frequency signals based on discrete measured data. Int. J. Adapt. Control Signal Process. 35(5), 676–693 (2021)

    Article  Google Scholar 

  68. L. Xu, E.F. Yang, Auxiliary model multiinnovation stochastic gradient parameter estimation methods for nonlinear sandwich systems. Int. J. Robust Nonlinear Control 31(1), 148–165 (2021)

    Article  MathSciNet  Google Scholar 

  69. L. Xu, Q.M. Zhu, Separable synchronous multi-innovation gradient-based iterative signal modeling from on-line measurements. IEEE Trans. Instrum. Meas. 71, 6501313 (2022)

    Google Scholar 

  70. L. Xu, Q.M. Zhu, Decomposition strategy-based hierarchical least mean square algorithm for control systems from the impulse responses. Int. J. Syst. Sci. 52(9), 1806–1821 (2021)

    Article  MathSciNet  MATH  Google Scholar 

  71. Y. Yang, B. Yang, M. Niu, Spline adaptive filter with fractional-order adaptive strategy for nonlinear model identification of magnetostrictive actuator. Nonlinear Dyn. 90(3), 1647–1659 (2017)

    Article  Google Scholar 

  72. J. Zhang, K.S. Chin, M. Ławryńczuk, Nonlinear model predictive control based on piecewise linear Hammerstein models. Nonlinear Dyn. 92(3), 1001–1021 (2018)

    Article  MATH  Google Scholar 

  73. X. Zhang, Adaptive parameter estimation for a general dynamical system with unknown states. Int. J. Robust Nonlinear Control 30(4), 1351–1372 (2020)

    Article  MathSciNet  MATH  Google Scholar 

  74. X. Zhang, L. Xu, Recursive parameter estimation methods and convergence analysis for a special class of nonlinear systems. Int. J. Robust Nonlinear Control 30(4), 1373–1393 (2020)

    Article  MathSciNet  MATH  Google Scholar 

  75. X. Zhang, E.F. Yang, Highly computationally efficient state filter based on the delta operator. Int. J. Adapt. Control Signal Process. 33(6), 875–889 (2019)

    Article  MathSciNet  MATH  Google Scholar 

  76. X. Zhang, E.F. Yang, State estimation for bilinear systems through minimizing the covariance matrix of the state estimation errors. Int. J. Adapt. Control Signal Process. 33(7), 1157–1173 (2019)

    Article  MathSciNet  MATH  Google Scholar 

  77. X. Zhang, Optimal adaptive filtering algorithm by using the fractional-order derivative. IEEE Signal Process. Lett. 29, 399–403 (2022)

    Article  Google Scholar 

  78. N. Zhao, A. Wu, Y. Pei, Spatial-temporal aggregation graph convolution network for efficient mobile cellular traffic prediction. IEEE Commun. Lett. 26(3), 587–591 (2022)

    Article  Google Scholar 

  79. Y.H. Zhou, Hierarchical estimation approach for RBF-AR models with regression weights based on the increasing data length. IEEE Trans. Circuits Syst. II Express Briefs 68(12), 3597–3601 (2021)

    Google Scholar 

  80. Y.H. Zhou, Partially-coupled nonlinear parameter optimization algorithm for a class of multivariate hybrid models. Appl. Math. Comput. 414, 126663 (2022)

    MathSciNet  MATH  Google Scholar 

  81. Y.H. Zhou, Modeling nonlinear processes using the radial basis function-based state-dependent autoregressive models. IEEE Signal Process. Lett. 27, 1600–1604 (2020)

    Article  Google Scholar 

  82. Y. Zhu, Multivariable System Identification for Process Control. Elsevier. 2001

Download references

Acknowledgements

This work was supported in part by the research project of National Natural Science Foundations of China (Nos. 62103167 and 12102146), the Natural Science Foundations of Jiangsu Province (Nos. BK20210451 and BK20200611), and in part by the research project of Jiangnan University (JUSRP12028 and JUSRP12040).

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Yawen Mao.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Mao, Y., Xu, C., Chen, J. et al. Auxiliary Model-Based Iterative Estimation Algorithms for Nonlinear Systems Using the Covariance Matrix Adaptation Strategy. Circuits Syst Signal Process 41, 6750–6773 (2022). https://doi.org/10.1007/s00034-022-02112-5

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00034-022-02112-5

Keywords

Navigation