Title :
Wiener-Hammerstein System Estimator Initialisation Using a Random Multisine Excitation
Author :
Crama, Philippe ; Schoukens, Johan
Author_Institution :
Vrije Universiteit Brussel (Fak. TW-ELEC); Pleinlaan, 2; B-1050 Brussel; Belgium, Philippe.Crama@vub.ac.be
Abstract :
Wiener-Hammerstein systems consist of a linear dynamic system followed by a static nonlinearity, followed by another linear dynamic system. These models are difficult to identify due to the presence of two dynamic systems whose contributions to the system behaviour aren¿t easily separable. Usually, a nonlinear estimation procedure is used to estimate the parameters of the different parts. This nonlinear estimation procedure needs good starting values to converge quickly and/or reliably to a global minimum. This paper proposes a method to compute a first estimate based on one measurement record only.
Keywords :
Cost function; Frequency; Nonlinear dynamical systems; Nonlinear systems; Parameter estimation; Signal processing; State estimation; Stochastic systems; estimation algorithms; identification; least-squares identification; nonlinear models; nonlinear systems; parameter estimation;
Conference_Titel :
ARFTG Conference Digest-Fall, 58th
Conference_Location :
San Diego, CA, USA
Print_ISBN :
0-7803-5686-1
DOI :
10.1109/ARFTG.2001.327502