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Author

Ling Xu

Bio: Ling Xu is an academic researcher from Jiangnan University. The author has contributed to research in topics: Estimation theory & Iterative method. The author has an hindex of 29, co-authored 54 publications receiving 2776 citations. Previous affiliations of Ling Xu include Qingdao University of Science and Technology & Chinese Ministry of Education.

Papers published on a yearly basis

Papers
More filters
Journal ArticleDOI
Ling Xu1
TL;DR: A damping parameter estimation algorithm for dynamical systems based on the sine frequency response is proposed and a damping factor is introduced in the proposed iterative algorithm in order to overcome the singular or ill-conditioned matrix during the iterative process.

224 citations

Journal ArticleDOI
TL;DR: In this paper, a hierarchical multi-innovation stochastic gradient estimation method is derived through parameter decomposition, and the forgetting factor and the convergence factor are introduced to improve the performance of the algorithm.
Abstract: This paper studies the problem of parameter estimation for frequency response signals For a linear system, the frequency response is a sine signal with the same frequency as the input sine signal When a multi-frequency sine signal is applied to a system, the system response also is a multi-frequency sine signal The signal modeling for multi-frequency sine signals is very difficult due to the highly nonlinear relations between the characteristic parameters and the model output In order to obtain the parameter estimates of the multi-frequency sine signal, the signal modeling methods based on statistical identification are proposed by means of the dynamical window discrete measured data By constructing a criterion function with respect to the model parameters to be estimated, a hierarchical multi-innovation stochastic gradient estimation method is derived through parameter decomposition Moreover, the forgetting factor and the convergence factor are introduced to improve the performance of the algorithm The simulation results show the effectiveness of the proposed methods

190 citations

Journal ArticleDOI
Ling Xu1
TL;DR: Simulation results show that the obtained models can capture the dynamics of the systems, i.e., the estimated model's outputs are close to the outputs of the actual systems.

153 citations

Journal ArticleDOI
TL;DR: A decomposition based least squares iterative identification algorithm for multivariate pseudo-linear autoregressive moving average systems using the data filtering to transform the original system to a hierarchical identification model and to decompose this model into three subsystems and to identify each subsystem.
Abstract: This paper develops a decomposition based least squares iterative identification algorithm for multivariate pseudo-linear autoregressive moving average systems using the data filtering. The key is to apply the data filtering technique to transform the original system to a hierarchical identification model, and to decompose this model into three subsystems and to identify each subsystem, respectively. Compared with the least squares based iterative algorithm, the proposed algorithm requires less computational efforts. The simulation results show that the proposed algorithms can work well.

148 citations

Journal ArticleDOI
Hao Ma1, Jian Pan1, Feng Ding2, Ling Xu, Wenfang Ding1 
TL;DR: This study considers the parameter estimation of a multi-variable output-error-like system with autoregressive moving average noise and proposes a least squares-based iterative algorithm by using the iterative search to solve the problem of the information vector containing unknown variables.
Abstract: This study considers the parameter estimation of a multi-variable output-error-like system with autoregressive moving average noise. In order to solve the problem of the information vector containing unknown variables, a least squares-based iterative algorithm is proposed by using the iterative search. The original system is divided into several subsystems by using the decomposition technique. However, the subsystems contain the same parameter vector, which poses a challenge for the identification problem, the approach taken here is to use the coupling identification concept to cut down the redundant parameter estimates. In addition, the recursive least squares algorithm is provided for comparison. The simulation results indicate that the proposed algorithms are effective.

147 citations


Cited by
More filters
Journal ArticleDOI
TL;DR: A filtering based extended stochastic gradient algorithm and a filtering based multi-innovation ESG algorithm for improving the parameter estimation accuracy for a multivariable system with moving average noise.
Abstract: For a multivariable system with moving average noise (i.e., a multivariable controlled autoregressive moving average system), this paper proposes a filtering based extended stochastic gradient (ESG) algorithm and a filtering based multi-innovation ESG algorithm for improving the parameter estimation accuracy. The key is using the filtering technique and the multi-innovation identification theory. The proposed algorithms can identify the parameters of the system model and the noise model. The filtering based multi-innovation ESG algorithm can give more accurate parameter estimates. The numerical simulation results demonstrate that the proposed algorithms work well.

234 citations

Journal ArticleDOI
Ling Xu1
TL;DR: A damping parameter estimation algorithm for dynamical systems based on the sine frequency response is proposed and a damping factor is introduced in the proposed iterative algorithm in order to overcome the singular or ill-conditioned matrix during the iterative process.

224 citations

Journal ArticleDOI
TL;DR: The improved algorithm has better control performances than the traditional SMC and the power reaching law integral SMC algorithm, such as less chattering, smaller overshoots, and faster response speed.
Abstract: This paper proposes an improved double power reaching law integral SMC algorithm to overcome the chattering, large overshoot, slow response. This improved algorithm has two advantages. Firstly, the designed control law can reach the approaching equilibrium point quickly when it is away from or close to the sliding surface. The chattering and response speed problems can be resolved. Secondly, the proposed algorithm has a good anti-jamming performance, and can maintain a good dynamic quality under the condition of the uncertain external disturbance. Finally, the proposed algorithm is applied to the open-loop unstable magnetic suspension system. Theoretical analysis and Matlab simulation results show that the improved algorithm has better control performances than the traditional SMC and the power reaching law integral SMC algorithm, such as less chattering, smaller overshoots, and faster response speed.

204 citations

Journal ArticleDOI
TL;DR: This paper proposes a state filtering method for the single-input–single-output bilinear systems by minimizing the covariance matrix of the state estimation errors by extending the extended Kalman filter algorithm to multiple- input–multiple-output Bilinear Systems.
Abstract: This paper considers the state estimation problem of bilinear systems in the presence of disturbances. The standard Kalman filter is recognized as the best state estimator for linear systems, but it is not applicable for bilinear systems. It is well known that the extended Kalman filter (EKF) is proposed based on the Taylor expansion to linearize the nonlinear model. In this paper, we show that the EKF method is not suitable for bilinear systems because the linearization method for bilinear systems cannot describe the behavior of the considered system. Therefore, this paper proposes a state filtering method for the single-input–single-output bilinear systems by minimizing the covariance matrix of the state estimation errors. Moreover, the state estimation algorithm is extended to multiple-input–multiple-output bilinear systems. The performance analysis indicates that the state estimates can track the true states. Finally, the numerical examples illustrate the specific performance of the proposed method.

195 citations

Journal ArticleDOI
TL;DR: In this paper, a hierarchical multi-innovation stochastic gradient estimation method is derived through parameter decomposition, and the forgetting factor and the convergence factor are introduced to improve the performance of the algorithm.
Abstract: This paper studies the problem of parameter estimation for frequency response signals For a linear system, the frequency response is a sine signal with the same frequency as the input sine signal When a multi-frequency sine signal is applied to a system, the system response also is a multi-frequency sine signal The signal modeling for multi-frequency sine signals is very difficult due to the highly nonlinear relations between the characteristic parameters and the model output In order to obtain the parameter estimates of the multi-frequency sine signal, the signal modeling methods based on statistical identification are proposed by means of the dynamical window discrete measured data By constructing a criterion function with respect to the model parameters to be estimated, a hierarchical multi-innovation stochastic gradient estimation method is derived through parameter decomposition Moreover, the forgetting factor and the convergence factor are introduced to improve the performance of the algorithm The simulation results show the effectiveness of the proposed methods

190 citations