Proceedings of the 2014 International Conference on Mechatronics, Control and Electronic Engineering

Research on Weighted Least Square Optimization Algorithm of Nonlinear System Analysis

Authors
Wei Shan, Lei Li, Wenshuang Zhao, Qun He
Corresponding Author
Wei Shan
Available Online March 2014.
DOI
https://doi.org/10.2991/mce-14.2014.54How to use a DOI?
Keywords
Nonlinear Time Series;Parameter Estimation; Optimization;Weighted Least Square;System model
Abstract
In the actual control system, the controlled object is usually nonlinear. Therefore, nonlinear time series analysis has been always received considered attention from many scholars. The ability to accurately model is critical for nonlinear time series analysis. However, the challenge in system modeling is how to estimate the model parameter. Unlike the traditional parameter estimation method with the defects of low precision, poor convergence and long time optimization, this paper proposes a new optimization algorithm of nonlinear time series which combine the advantages of fast convergence near the minimum value and being able to converg for any initial value. During the calculation, the first-order derivative should be solved while the inverse matrix is not necessary. The simulation results show that the proposed method not only ensures the convergence of iteration planning but also improves the convergent speed. It can be applied the nonlinear time series analysis and provides the powerful guarantee for accurate trends prediction.
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Proceedings
2014 International Conference on Mechatronics, Control and Electronic Engineering (MCE-14)
Part of series
Advances in Intelligent Systems Research
Publication Date
March 2014
ISBN
978-94-62520-31-8
ISSN
1951-6851
DOI
https://doi.org/10.2991/mce-14.2014.54How to use a DOI?
Open Access
This is an open access article distributed under the CC BY-NC license.

Cite this article

TY  - CONF
AU  - Wei Shan
AU  - Lei Li
AU  - Wenshuang Zhao
AU  - Qun He
PY  - 2014/03
DA  - 2014/03
TI  - Research on Weighted Least Square Optimization Algorithm of Nonlinear System Analysis
BT  - 2014 International Conference on Mechatronics, Control and Electronic Engineering (MCE-14)
PB  - Atlantis Press
SP  - 247
EP  - 250
SN  - 1951-6851
UR  - https://doi.org/10.2991/mce-14.2014.54
DO  - https://doi.org/10.2991/mce-14.2014.54
ID  - Shan2014/03
ER  -