Wiener Systems Identification Using Forgetting Factor-Based Maximum Likelihood Stochastic Gradient Algorithm
摘要
The Wiener systems demonstrate wide applicability in both industrial automation and biomedical signal processing fields. In this paper, a forgetting factor-based maximum likelihood stochastic gradient algorithm is proposed. Firstly, filtering techniques are incorporated to process measurement noise and disturbances during system identification, thereby enhancing model accuracy and robustness. Furthermore, the fixed-weight limitation inherent in conventional maximum likelihood algorithms is effectively addressed through a dynamic forgetting factor mechanism. This innovative approach enables adaptive adjustment of historical data weighting, achieving optimal balance between rapid parameter tracking capability and enhanced noise suppression performance. Finally, the simulations indicate that the proposed algorithm shows better estimations compared to the Recursive Least Squares (RLS) algorithm.