Allafi, Walid, Zhang , Cheng, Truong, Dinh Quang, Marco, James and Uddin, Kotub (2018) Parameter estimation of hybrid fractional-order Hammerstein-Wiener Box-Jenkins models using RIVCF method. In: 26th International Conference on Systems Engineering, Sydney, Australia, Australia, 18-20 Dec 2018 pp. 1-6.

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Abstract

This paper proposes an extension of the simplified refined instrumental variable algorithm for the parameter estimation of the stochastic single-input, single-output hybrid fractional-order continuous-time Hammerstein-Wiener Box-Jenkins model. The model parameters are directly estimated from observed input-output data with less constraints such as, that the output static nonlinearity must be invertible. The noise-free model is described by a series of an input static nonlinear sub-model, a fractional-order continuous-time linear model, and then an output static nonlinear sub-model. The two nonlinear sub-models are both given by a sum of the known basis functions. The noise process is described by a Box-Jenkins model. The proposed approach estimates the parameters of the nonlinear and linear sub-models in an iterative manner. In this paper, Monte Carlo simulation analysis shows the proposed algorithm provides accurate and fast converged estimates of the fractional-order Hammerstein-Wiener hybrid Box-Jenkins model.

Item Type:	Conference Item (Paper)
Subjects:	Q Science > QA Mathematics
Divisions:	Faculty of Science, Engineering and Medicine > Science > Computer Science Faculty of Science, Engineering and Medicine > Engineering > Engineering Faculty of Science, Engineering and Medicine > Science > Statistics
Library of Congress Subject Headings (LCSH):	Fractional calculus, Algorithms, Instrumental variables (Statistics)
Official Date:	17 December 2018
Dates:	Date Event 17 December 2018 Published 15 November 2018 Accepted 15 September 2018 Submitted
Page Range:	pp. 1-6
Status:	Peer Reviewed
Publication Status:	Published
Date of first compliant deposit:	20 February 2019
Date of first compliant Open Access:	20 February 2019
RIOXX Funder/Project Grant:	Project/Grant ID RIOXX Funder Name Funder ID EP/M009394/1 [EPSRC] Engineering and Physical Sciences Research Council http://dx.doi.org/10.13039/501100000266
Conference Paper Type:	Paper
Title of Event:	26th International Conference on Systems Engineering
Type of Event:	Conference
Location of Event:	Sydney, Australia, Australia
Date(s) of Event:	18-20 Dec 2018
Related URLs:	Organisation

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