Identification of fractional order Hammerstein models based on mixed signals

An algorithm based on mixed signals is proposed,to solve the issues of low accuracy of identification algorithm,immeasurable intermediate variables of fractional order Hammerstein model,and how to determine the magnitude of fractional order.In this paper,a special mixed input signal is designed to separate the nonlinear and linear parts of the fractional order Hammerstein model so that each part can be identified independently.The nonlinear part is fitted by the neural fuzzy network model,which avoids the limitation of polynomial fitting and broadens the application range of nonlinear models.In addition,the multi-innovation Levenberg-Marquardt(MILM)algorithm and auxiliary recursive least square algorithm are innovatively integrated into the parameter identification algorithm of the fractional order Hammerstein model to obtain more accurate identification results.A simulation example is given to verify the accuracy and effectiveness of the proposed method.

Recursive least squares identification for piecewise affine Hammerstein models

Purpose-The purpose of this paper is to probe the recursive identification of piecewise affine Hammerstein models directly by using input-output data.To explain the identification process of a parametric piecewise affine nonlinear function,the authors prove that the inverse function corresponding to the given piecewise affine nonlinear function is also an equivalent piecewise affine form.Based on this equivalent property,during the detailed identification process with respect to piecewise affine function and linear dynamical system,three recursive least squares methods are proposed to identify those unknown parameters under the probabilistic description or bounded property of noise.Design/methodology/approach-First,the basic recursive least squares method is used to identify those unknown parameters under the probabilistic description of noise.Second,multi-innovation recursive least squares method is proposed to improve the efficiency lacked in basic recursive least squares method.Third,to relax the strict probabilistic description on noise,the authors provide a projection algorithm with a dead zone in the presence of bounded noise and analyze its two properties.Findings-Based on complex mathematical derivation,the inverse function of a given piecewise affine nonlinear function is also an equivalent piecewise affine form.As the least squares method is suited under one condition that the considered noise may be a zero mean random signal,a projection algorithm with a dead zone in the presence of bounded noise can enhance the robustness in the parameter update equation.Originality/value-To the best knowledge of the authors,this is the first attempt at identifying piecewise affine Hammerstein models,which combine a piecewise affine function and a linear dynamical system.In the presence of bounded noise,the modified recursive least squares methods are efficient in identifying two kinds of unknown parameters,so that the common set membership method can be replaced by the proposed methods.

Modeling of a distillation column based on NARMAX and Hammerstein models

The modeling of distillation column process is a very challenging problem because of the complex dynamic behavior.This paper investigates a Nonlinear Autoregressive Moving Average with eXogenous input(NARMAX)model,and a Hammerstein model to approximate the evolution of the overhead temperature in a separation system.The model development and validation are studied through experiments carried out on a distillation plant of laboratory scale.Three model order selection criteria such as Aikeke’s Information Criterion(AIC),Root Mean Square Error(RMSE)and Nash–Sutcliffe Efficiency(NSE)are used to evaluate the prediction performance of the process behavior.The results illustrate that both models produce acceptable predictions but the NARMAX model outperforms the Hammerstein model.

PEMFC Identification Based on a Fractional-Order Hammerstein State-Space Model with ADE-BH Optimization

Considering the fractional-order and nonlinear characteristics of proton exchange membrane fuel cells(PEMFC),a fractional-order subspace identification method based on the ADE-BH optimization algorithm is proposed to establish a fractional-order Hammerstein state-space model of PEMFCs.Herein,a Hammerstein model is constructed by connecting a linear module and a nonlinear module in series to precisely depict the nonlinear property of the PEMFC.During the modeling process,fractional-order theory is combined with subspace identification,and a Poisson filter is adopted to enable multi-order derivability of the data.A variable memory method is introduced to reduce computation time without losing precision.Additionally,to improve the optimization accuracy and avoid obtaining locally optimum solutions,a novel ADEBH algorithm is employed to optimize the unknown parameters in the identification method.In this algorithm,the Euclidean distance serves as the theoretical basis for updating the target vector in the absorption-generation operation of the black hole(BH)algorithm.Finally,simulations demonstrate that the proposed model has small output error and high accuracy,indicating that the model can accurately describe the electrical characteristics of the PEMFC process.

Identification and nonlinear model predictive control of MIMO Hammerstein system with constraints

This work is concerned with identification and nonlinear predictive control method for MIMO Hammerstein systems with constraints. Firstly, an identification method based on steady-state responses and sub-model method is introduced to MIMO Hammerstein system. A modified version of artificial bee colony algorithm is proposed to improve the prediction ability of Hammerstein model. Next, a computationally efficient nonlinear model predictive control algorithm(MGPC) is developed to deal with constrained problem of MIMO system. The identification process and performance of MGPC are shown. Numerical results about a polymerization reactor validate the effectiveness of the proposed method and the comparisons show that MGPC has a better performance than QDMC and basic GPC.

Parameter estimation for dual-rate sampled Hammerstein systems with dead-zone nonlinearity

The identification of nonlinear systems with multiple sampled rates is a difficult task.The motivation of our paper is to study the parameter estimation problem of Hammerstein systems with dead-zone characteristics by using the dual-rate sampled data.Firstly,the auxiliary model identification principle is used to estimate the unmeasurable variables,and the recursive estimation algorithm is proposed to identify the parameters of the static nonlinear model with the dead-zone function and the parameters of the dynamic linear system model.Then,the convergence of the proposed identification algorithm is analyzed by using the martingale convergence theorem.It is proved theoretically that the estimated parameters can converge to the real values under the condition of continuous excitation.Finally,the validity of the proposed algorithm is proved by the identification of the dual-rate sampled nonlinear systems.

A Hybrid Particle Swarm Optimization to Forecast Implied Volatility Risk

The application of optimization methods to prediction issues is a continually exploring field.In line with this,this paper investigates the connectedness between the infected cases of COVID-19 and US fear index from a forecasting perspective.The complex characteristics of implied volatility risk index such as non-linearity structure,time-varying and nonstationarity motivate us to apply a nonlinear polynomial Hammerstein model with known structure and unknown parameters.We use the Hybrid Particle Swarm Optimization(HPSO)tool to identify the model parameters of nonlinear polynomial Hammerstein model.Findings indicate that,following a nonlinear polynomial behaviour cascaded to an autoregressive with exogenous input(ARX)behaviour,the fear index in US financial market is significantly affected by COVID-19-infected cases in the US,COVID-19-infected cases in the world and COVID-19-infected cases in China,respectively.Statistical performance indicators provided by the developed models show that COVID-19-infected cases in the US are particularly powerful in predicting the Cboe volatility index compared to COVID-19-infected cases in the world and China(MAPE(2.1013%);R2(91.78%)and RMSE(0.6363 percentage points)).The proposed approaches have also shown good convergence characteristics and accurate fits of the data.

The Predictive Control Based on Hammerstein Model with NU=1

In acs paper,the generalized predictive control(GPC)law for Hammerstein model with control horizon NU=1 is presented and the algebraic equation satisfied by the GPC law is derived.Also,the simulation study shows tha tthe GPC based on Hammerstein system is such and algorithm which can be controlled by numerical computer with rather strong Robustness but without strict demand for the model.