{"title":"Hierarchical Newton iterative identification methods for a class of input multi-piecewise Hammerstein models with autoregressive noise","authors":"Yamin Fan , Ximei Liu , Meihang Li","doi":"10.1016/j.matcom.2025.04.019","DOIUrl":null,"url":null,"abstract":"<div><div>Advancements in mathematical theories and applied technologies have driven research on modeling and identification of complex nonlinear systems, yet existing models still face challenges in terms of model structures, accuracy of parameter estimation, and efficiency. In this study, we present a class of input multi-piecewise Hammerstein models that utilize piecewise-linear function to capture arbitrary nonlinear characteristics. By employing the key term separation technique and the Newton iterative algorithm for parameter estimation, a generalized Newton iterative algorithm is proposed, which overcomes the limitations of conventional identification methods in handling complex nonlinearities. Additionally, considering the computational load caused by the numerous parameters in multi-piecewise linear function and the inversion of the Hessian matrix in the Newton iterative algorithm, the hierarchical identification principle is introduced and a three-stage generalized Newton iterative algorithm is derived for enhancing the computational efficiency. The feasibility of the presented methods are demonstrated through a simulation example.</div></div>","PeriodicalId":49856,"journal":{"name":"Mathematics and Computers in Simulation","volume":"237 ","pages":"Pages 247-262"},"PeriodicalIF":4.4000,"publicationDate":"2025-04-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Mathematics and Computers in Simulation","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0378475425001491","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}
引用次数: 0
Abstract
Advancements in mathematical theories and applied technologies have driven research on modeling and identification of complex nonlinear systems, yet existing models still face challenges in terms of model structures, accuracy of parameter estimation, and efficiency. In this study, we present a class of input multi-piecewise Hammerstein models that utilize piecewise-linear function to capture arbitrary nonlinear characteristics. By employing the key term separation technique and the Newton iterative algorithm for parameter estimation, a generalized Newton iterative algorithm is proposed, which overcomes the limitations of conventional identification methods in handling complex nonlinearities. Additionally, considering the computational load caused by the numerous parameters in multi-piecewise linear function and the inversion of the Hessian matrix in the Newton iterative algorithm, the hierarchical identification principle is introduced and a three-stage generalized Newton iterative algorithm is derived for enhancing the computational efficiency. The feasibility of the presented methods are demonstrated through a simulation example.
期刊介绍:
The aim of the journal is to provide an international forum for the dissemination of up-to-date information in the fields of the mathematics and computers, in particular (but not exclusively) as they apply to the dynamics of systems, their simulation and scientific computation in general. Published material ranges from short, concise research papers to more general tutorial articles.
Mathematics and Computers in Simulation, published monthly, is the official organ of IMACS, the International Association for Mathematics and Computers in Simulation (Formerly AICA). This Association, founded in 1955 and legally incorporated in 1956 is a member of FIACC (the Five International Associations Coordinating Committee), together with IFIP, IFAV, IFORS and IMEKO.
Topics covered by the journal include mathematical tools in:
•The foundations of systems modelling
•Numerical analysis and the development of algorithms for simulation
They also include considerations about computer hardware for simulation and about special software and compilers.
The journal also publishes articles concerned with specific applications of modelling and simulation in science and engineering, with relevant applied mathematics, the general philosophy of systems simulation, and their impact on disciplinary and interdisciplinary research.
The journal includes a Book Review section -- and a "News on IMACS" section that contains a Calendar of future Conferences/Events and other information about the Association.