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Identification of Nonlinear State-Space Systems With Skewed Measurement Noises.
- Source :
-
IEEE Transactions on Circuits & Systems. Part I: Regular Papers . Nov2022, Vol. 69 Issue 11, p4654-4662. 9p. - Publication Year :
- 2022
-
Abstract
- In this paper, we consider the identification problem for nonlinear state-space models with skewed measurement noises. The generalized hyperbolic skew Student’s t (GHSkewt) distribution is employed to describe the skewed noises and formulate the hierarchical model of the considered system. A unified framework for estimating unknown states and model parameters is presented based on expectation-maximization (EM) algorithm, in which the forward filtering backward simulation with rejection sampling (RS-FFBSi) is employed to efficiently estimate the smoothing densities of the hidden states, and optimization method is adopted to update model parameters. One numerical study and the electro-mechanical positioning system (EMPS) are employed to verify the effectiveness of the developed approach. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 15498328
- Volume :
- 69
- Issue :
- 11
- Database :
- Academic Search Index
- Journal :
- IEEE Transactions on Circuits & Systems. Part I: Regular Papers
- Publication Type :
- Periodical
- Accession number :
- 160688665
- Full Text :
- https://doi.org/10.1109/TCSI.2022.3193444