Title :
Identification of Wiener systems based on fixed point theory
Author :
Li, Guoqi ; Wen, Changyun
Author_Institution :
Sch. of EEE, Nanyang Technol. Univ., Singapore, Singapore
Abstract :
In this paper, we propose a new method for the identification of Wiener systems based on fixed point theory. The linear part of the system is an infinite impulse response (IIR) system and the nonlinear static function is allowed to be non-continuous or non-smooth. Our proposed technique transforms the estimation of parameters to finding a fixed point of a nonlinear equation. We show the existence of the fixed point and also develop an iterative algorithm to find the fixed point. It is proved that, the determined fixed point is actually a global minimum point of the cost function and it is unique, and thus global convergence of the estimates is ensured. The performance of the proposed approach is illustrated by simulation studies.
Keywords :
IIR filters; fixed point arithmetic; nonlinear equations; parameter estimation; stochastic processes; Wiener system identification; cost function; fixed point theory; global convergence; infinite impulse response; iterative algorithm; nonlinear equation; nonlinear static function; parameter estimation; Cost function; Function approximation; Iterative methods; Kernel; Mathematical model; Nonlinear equations; Fixed Point; Kernels; Parameter estimation; System identification; Wiener systems;
Conference_Titel :
Control Automation Robotics & Vision (ICARCV), 2010 11th International Conference on
Conference_Location :
Singapore
Print_ISBN :
978-1-4244-7814-9
DOI :
10.1109/ICARCV.2010.5707773