Title :
Parameter Estimation for Hammerstein Nonlinear Controlled Auto-Regression Models
Author :
Fan, Wei ; Ding, Feng ; Shi, Yang
Author_Institution :
Jiangnan Univ., Wuxi
Abstract :
A recursive least-squares identification algorithm is developed for Hammerstein nonlinear models, which consist of memoryless nonlinear blocks followed by linear dynamical systems described by controlled auto-regression (CAR) models. Convergence analysis of the proposed algorithms indicates that the parameter estimation error consistently converges to zero under proper conditions. The simulation results show that the proposed algorithm is effective.
Keywords :
autoregressive processes; convergence; least squares approximations; linear systems; nonlinear control systems; recursive estimation; time-varying systems; Hammerstein nonlinear controlled; auto-regression models; convergence analysis; linear dynamical systems; memoryless nonlinear blocks; parameter estimation error; recursive least-squares identification algorithm; Algorithm design and analysis; Automation; Control system synthesis; Convergence; Finite impulse response filter; Iterative algorithms; Least squares approximation; Logistics; Nonlinear control systems; Parameter estimation; Hammerstein models; Recursive identification; least squares; martingale convergence theorem; parameter estimation;
Conference_Titel :
Automation and Logistics, 2007 IEEE International Conference on
Conference_Location :
Jinan
Print_ISBN :
978-1-4244-1531-1
DOI :
10.1109/ICAL.2007.4338714
