A recursive hierarchical parametric estimation algorithm for nonlinear systems described by Wiener‐Hammerstein models. Issue 3 (13th February 2019) - Ghanmi, Afef
Abstract: In this paper, a recursive hierarchical parametric estimation (RHPE) algorithm is proposed for stochastic nonlinear systems which can be described by Wiener‐Hammerstein (W‐H) mathematical models. The formulation of parameters estimation problem is based on the prediction error approach and the gradient techniques. The convergence analysis of the developed RHPE algorithm is derived using stochastic gradient‐based theory. Wiener‐Hammerstein hydraulic process is treated to prove the efficiency of the proposed approach.