In this paper, a global optimization algorithm is proposed for nonlinear sum of ratios problem （P）. The algorithm works by globally solving problem （P1） that is equivalent to problem （P）, by utilizing linearizat...In this paper, a global optimization algorithm is proposed for nonlinear sum of ratios problem （P）. The algorithm works by globally solving problem （P1） that is equivalent to problem （P）, by utilizing linearization technique a linear relaxation programming of the （P1） is then obtained. The proposed algorithm is convergent to the global minimum of （P1） through the successive refinement of linear relaxation of the feasible region of objective function and solutions of a series of linear relaxation programming. Numerical results indicate that the proposed algorithm is feasible and can be used to globally solve nonlinear sum of ratios problems （P）.展开更多
The identification of Wiener systems has been an active research topic for years. A Wiener system is a series connection of a linear dynamic system followed by a static nonlinearity. The difficulty in obtaining a repr...The identification of Wiener systems has been an active research topic for years. A Wiener system is a series connection of a linear dynamic system followed by a static nonlinearity. The difficulty in obtaining a representation of the Wiener model is the need to estimate the nonlinear function from the input and output data, without the intermediate signal availability. This paper presents a methodology for the nonlinear system identification of a Wiener type model, using methods for subspaces and polynomials of Chebyshev. The subspace methods used are MOESP （multivariable output-error state space） and N4SID （numerical algorithms for subspace state space system identification）. A simulated example is presented to compare the performance of these algorithms.展开更多
基金Supported by the National Natural Science Foundation of China (11171094,11171368)the Key Scientific and Technological Project of Henan Province (122102210132)
基金Foundation item： Supported by the National Natural Science Foundation of China（10671057） Supported by the Natural Science Foundation of Henan Institute of Science and Technology（06054）
文摘In this paper, a global optimization algorithm is proposed for nonlinear sum of ratios problem （P）. The algorithm works by globally solving problem （P1） that is equivalent to problem （P）, by utilizing linearization technique a linear relaxation programming of the （P1） is then obtained. The proposed algorithm is convergent to the global minimum of （P1） through the successive refinement of linear relaxation of the feasible region of objective function and solutions of a series of linear relaxation programming. Numerical results indicate that the proposed algorithm is feasible and can be used to globally solve nonlinear sum of ratios problems （P）.
文摘The identification of Wiener systems has been an active research topic for years. A Wiener system is a series connection of a linear dynamic system followed by a static nonlinearity. The difficulty in obtaining a representation of the Wiener model is the need to estimate the nonlinear function from the input and output data, without the intermediate signal availability. This paper presents a methodology for the nonlinear system identification of a Wiener type model, using methods for subspaces and polynomials of Chebyshev. The subspace methods used are MOESP （multivariable output-error state space） and N4SID （numerical algorithms for subspace state space system identification）. A simulated example is presented to compare the performance of these algorithms.
