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Least Squares based Iterative Parameter Estimation Algorithm for Stochastic Dynamical Systems with ARMA Noise Using the Model Equivalence

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  • Control Theory and Applications
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Abstract

By means of the model equivalence theory, this paper proposes a model equivalence based least squares iterative algorithm for estimating the parameters of stochastic dynamical systems with ARMA noise. The proposed algorithm reduces the number of the unknown noise terms in the information vector and can give more accurate parameter estimates compared with the generalized extended least squares algorithm. The validity of the proposed method is evaluated through a numerical example.

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Author information

Authors and Affiliations

  1. Nondestructive Test Key Laboratory of Ministry Education, Nanchang Hangkong University, Nanchang, 330063, P. R. China

    Feng Ding, Jiyang Dai & Qishen Li

  2. School of Internet of Things Engineering, Jiangnan University, Wuxi, 214122, P. R. China

    Feng Ding & Dandan Meng

  3. NAAM Research Group, Department of Mathematics, Faculty of Science, King Abdulaziz University, Jeddah, Saudi Arabia

    Ahmed Alsaedi & Tasawar Hayat

  4. Department of Mathematics, Quaid-I-Azam University, Islamabad, Pakistan

    Tasawar Hayat

Authors
  1. Feng Ding
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  2. Dandan Meng
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  3. Jiyang Dai
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  4. Qishen Li
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  5. Ahmed Alsaedi
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  6. Tasawar Hayat
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Corresponding author

Correspondence to Feng Ding.

Additional information

Recommended by Associate Editor Yongping Pan under the direction of Editor Duk-Sun Shim. This work was supported by the National Natural Science Foundation of China (Nos. 60474039, 61164015) and the Flexible Distinguished Top-Level Talent Plan of Jiangxi Province Talent Project 555.

Feng Ding received his B.Sc. degree from the Hubei University of Technology (Wuhan, China) in 1984, and his M.Sc. and Ph.D. degrees both from the Tsinghua University, in 1991 and 1994, respectively. He has been a professor in the School of Internet of Things Engineering at the Jiangnan University (Wuxi, China) since 2004. His current research interests include model identification and adaptive control. He authored four books on System Identification.

Dandan Meng was born in Jilin (Jilin Province, China) in 1993. She received her B.Sc and M.Sc degrees both in the School of Internet of Things Engineering at the Jiangnan University (Wuxi, China), in 2014 and 2017, respectively. Her research interests include system identification.

Jiyang Dai was born in Jiujiang, Jiangxi Province. He received his B.Sc. and M.Sc. degrees from the Nanjing University of Aeronautics and Astronautics (Nanjing, China), in 1988 and 1991, and Ph.D. degree from Beihang University (Beijing, China) in 2001. From 1991 to now, he is with and is a Professor in the Nanchang Hangkong University (Nanchang, China). His current research interests include robust control theory and applications, intelligent controls, helicopter control.

Qishen Li received his B.Sc., M.Sc. and Ph.D degrees from Huazhong University of Science and Technology (Wuhan, China), in 1998, 2000, and 2005, repsectively. He has been an associate professor in the School of Information Engineering at the Nanchang Hangkong University (Nanchang, China) since 2006. His current research interests include artificial intelligence and pattern recognition.

Ahmed Alsaedi obtained his Ph.D. degree from Swansea University (UK) in 2002. He has a broad experience of research in applied mathematics. His fields of interest include dynamical systems, nonlinear analysis involving ordinary differential equations, fractional differential equations, boundary value problems, mathematical modeling, biomathematics, Newtonian and Non-Newtonian fluid mechanics. He has published several articles in peer-reviewed journals. He has supervised several M.S. students and executed many research projects successfully. He is a reviewer of several international journals. He served as the chairman of the mathematics department at KAU and presently he is serving as director of the research program at KAU. Under his great leadership, this program is running quite successfully and it has attracted a large number of highly rated researchers and distinguished professors from all over the world. He is also the head of NAAM international research group at KAU.

Tasawar Hayat was born in Khanewal, Punjab, Distinguished National Professor and Chairperson of Mathematics Department at Quaid-I-Azam University is renowned worldwide for his seminal, diversified and fundamental contributions in models relevant to physiological systems, control engineering. He has a honor of being fellow of Pakistan Academy of Sciences, Third World Academy of Sciences (TWAS) and Islamic World Academy of Sciences in the mathematical Sciences. His publications in diverse areas are in high impact factor journals. His research work has total ISI WEB citations (11730) and hindex (52) at present. He has received many national and international awards including Tamgha-i-Imtiaz, Sitara-i-Imtiaz, Khwarizmi Int. award, ISESCO Int. award, TWAS prize for young scientists, Alexander-Von-Humboldt fellowship etc.

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Ding, F., Meng, D., Dai, J. et al. Least Squares based Iterative Parameter Estimation Algorithm for Stochastic Dynamical Systems with ARMA Noise Using the Model Equivalence. Int. J. Control Autom. Syst. 16, 630–639 (2018). https://doi.org/10.1007/s12555-017-0001-x

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