Title :
Tensor Analysis-Based Model Structure Determination and Parameter Estimation for Block-Oriented Nonlinear Systems
Author :
Kibangou, Alain Y. ; Favier, Gérard
Author_Institution :
Syst. Control Dept., Univ. Joseph Fourier, St. Martin d´´Heres, France
fDate :
6/1/2010 12:00:00 AM
Abstract :
A block-oriented nonlinear system is composed of a concatenation of blocks representing either memoryless nonlinearities or linear dynamic subsystems. Wiener, Hammerstein, and Wiener-Hammerstein (WH) models are the most commonly used ones for modeling such block-oriented nonlinear systems. In this paper, we develop a tensor analysis-based approach for determining both the structure and the parameters of the most appropriate model among the three above listed models. The structure is deduced from the rank of a tensor obtained by convolving a random finite impulse response (FIR) linear filter with a p th-order Volterra kernel (p > 2), associated with the block-oriented nonlinear system to be identified. The parameters of the linear subsystems are obtained from the PARAllel FACtor analysis (PARAFAC) decomposition of the pth-order Volterra kernel associated with the original nonlinear system and/or an extended WH system, whereas those of the nonlinear subsystem are estimated using the least squares method. The performance of the proposed identification scheme is illustrated by means of some simulation results.
Keywords :
FIR filters; Wiener filters; parameter estimation; Wiener models; Wiener-Hammerstein models; block oriented nonlinear systems; finite impulse response; model structure determination; parameter estimation; tensor analysis; Hammerstein systems; PARAllel FACtor analysis (PARAFAC) decomposition; Volterra kernels; Wiener systems; Wiener–Hammerstein systems; model order determination; nonlinear systems; parameter estimation; structure identification; tensors;
Journal_Title :
Selected Topics in Signal Processing, IEEE Journal of
DOI :
10.1109/JSTSP.2009.2039175