research-article

Convergence Analysis of Forgetting Factor Least Squares Algorithm for ARMAX Time-Delay Models

Authors:

Kamel AbderrahimAuthors Info & Claims

Circuits, Systems, and Signal Processing, Volume 42, Issue 1

Pages 405 - 430

https://doi.org/10.1007/s00034-022-02128-x

Published: 04 August 2022 Publication History

Abstract

In this paper, the estimation problem is considered for both sample delay and coefficients of ARMAX model. An extended recursive least squares algorithm is derived by minimizing a quadratic cost function. However, the solution of the optimization problem returns a real value for the sample delay. To overcome this difficulty, the rounding properties are used to transform the integer nonlinear problem into a real optimization problem. In addition, consistency of the estimates with their convergence rates are established under the persistent excitation condition. Finally, experimental results on semi-batch reactor are presented to illustrate the performance of the proposed method.

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Cited By

Fan YLiu XLi M(2024)Data Filtering-Based Maximum Likelihood Gradient-Based Iterative Algorithm for Input Nonlinear Box–Jenkins Systems with Saturation NonlinearityCircuits, Systems, and Signal Processing10.1007/s00034-024-02777-043:11(6874-6910)Online publication date: 1-Nov-2024
https://dl.acm.org/doi/10.1007/s00034-024-02777-0
Xu NLiu QDing F(2024)Gradient-Based Recursive Parameter Estimation Methods for a Class of Time-Varying Systems from Noisy ObservationsCircuits, Systems, and Signal Processing10.1007/s00034-024-02776-143:11(7089-7116)Online publication date: 1-Nov-2024
https://dl.acm.org/doi/10.1007/s00034-024-02776-1
Bedoui SAbderrahim KDing F(2024)Iterative parameter identification for Hammerstein systems with ARMA noises by using the filtering identification ideaInternational Journal of Adaptive Control and Signal Processing10.1002/acs.386538:9(3134-3160)Online publication date: 1-Sep-2024
https://dl.acm.org/doi/10.1002/acs.3865

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Convergence Analysis of Forgetting Factor Least Squares Algorithm for ARMAX Time-Delay Models

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cover image Circuits, Systems, and Signal Processing

Circuits, Systems, and Signal Processing Volume 42, Issue 1

Jan 2023

637 pages

ISSN:0278-081X

Issue’s Table of Contents

© The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature 2022. Springer Nature or its licensor holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.

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Birkhauser Boston Inc.

United States

Publication History

Published: 04 August 2022

Accepted: 21 July 2022

Revision received: 20 July 2022

Received: 02 March 2021

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Cited By

Fan YLiu XLi M(2024)Data Filtering-Based Maximum Likelihood Gradient-Based Iterative Algorithm for Input Nonlinear Box–Jenkins Systems with Saturation NonlinearityCircuits, Systems, and Signal Processing10.1007/s00034-024-02777-043:11(6874-6910)Online publication date: 1-Nov-2024
https://dl.acm.org/doi/10.1007/s00034-024-02777-0
Xu NLiu QDing F(2024)Gradient-Based Recursive Parameter Estimation Methods for a Class of Time-Varying Systems from Noisy ObservationsCircuits, Systems, and Signal Processing10.1007/s00034-024-02776-143:11(7089-7116)Online publication date: 1-Nov-2024
https://dl.acm.org/doi/10.1007/s00034-024-02776-1
Bedoui SAbderrahim KDing F(2024)Iterative parameter identification for Hammerstein systems with ARMA noises by using the filtering identification ideaInternational Journal of Adaptive Control and Signal Processing10.1002/acs.386538:9(3134-3160)Online publication date: 1-Sep-2024
https://dl.acm.org/doi/10.1002/acs.3865

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