The Filtering-Based Multi-Innovation Hierarchical Fractional Least Mean Square Algorithm for Parameter Estimation of Bilinear-in-Parameter Autoregressive System

This paper mainly considers the fractional parameter identification algorithms of the bilinear-in-parameter autoregressive (AR-BIP) system. The data filtering technique is introduced to improve the parameter estimation accuracy of the AR-BIP system, which involves using a filter to filter the data of the identification model. The filtering-based hierarchical fractional least mean square algorithm (F-HFLMS) and the filtering-based multi-innovation hierarchical fractional least mean square algorithm (F-MHFLMS) are proposed for effective and accurate parameter estimation of the AR-BIP system. Using the multi-innovation theory and expanding the scalar innovation into the innovation vector, the F-MHFLMS could take full advantage of the input and output data information of the system. The performance of the F-MHFLMS algorithm is compared with the F-HFLMS strategy for the AR-BIP system using the values of the mean square error (MSE) and the average predicted output error. The effectiveness and accuracy of F-HFLMS and F-MHFLMS algorithms are demonstrated under the numerical experimentation based on different noise variances, fractional orders and innovation lengths. Compared with the F-HFLMS algorithm, the F-MHFLMS algorithm can acquire more accurate and robust parameter estimation.