A direct approach to closed-loop identification of Wiener models using subspace-based methods

In this paper, we present a new way to identify the Wiener system, a series connection of a linear dynamic system followed by a static non-linearity, operating in closed-loop systems experiments. A variant of the MOESP (multivariable output-error state space) algorithm is developed to identify a state space model of the linear part of a Wiener system operating in closed-loop. The nonlinearity can then be fitted between the simulated output of the linear system and the measured output of the cascade.