DocumentCode :
3161030
Title :
Experiment design for the identification of a simple Wiener system
Author :
Gevers, Michel ; Caenepeel, Matthias ; Schoukens, Johan
Author_Institution :
ICTEAM, Univ. catholique de Louvain, Louvain la Neuve, Belgium
fYear :
2012
fDate :
10-13 Dec. 2012
Firstpage :
7333
Lastpage :
7338
Abstract :
Results on experiment design for the identification of nonlinear systems are extremely scarce. This paper examines the identification and optimal input design for a very simple nonlinear system: a Wiener system composed of a Finite Impulse Response (FIR) system followed by a power nonlinearity: (.)n. We first show that an expanding power (n >; 1) increases the information about the estimated parameters, while a compressing power (0 <; n <; 1) decreases the information. We then formulate a simple optimal input design problem for the considered class of Wiener systems and show that solutions can be computed by restricting the class of considered input signals. We provide a solution which offers some intuitive insights for the case of a FIR(2) system with a square nonlinearity and where the inputs are restricted to be Gaussian.
Keywords :
FIR filters; nonlinear systems; parameter estimation; stochastic processes; FIR(2) system; Wiener system identification; finite impulse response system; nonlinear system identification; optimal input design problem; parameter estimation; power nonlinearity; square nonlinearity; Computational modeling; Covariance matrix; Finite impulse response filter; Linear matrix inequalities; Nonlinear dynamical systems; White noise;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control (CDC), 2012 IEEE 51st Annual Conference on
Conference_Location :
Maui, HI
ISSN :
0743-1546
Print_ISBN :
978-1-4673-2065-8
Electronic_ISBN :
0743-1546
Type :
conf
DOI :
10.1109/CDC.2012.6425915
Filename :
6425915
Link To Document :
بازگشت