Title :
Recursive identification for Wiener-Hammerstein system
Author :
Mu Bi-Qiang ; Chen Han-Fu
Author_Institution :
Key Lab. of Syst. & Control, Chinese Acad. of Sci., Beijing, China
Abstract :
The paper concerns identification of the Wiener-Hammerstein system consisting of a linear subsystem in cascade with a static nonlinearity f(·) followed by another linear subsystem with internal and output noises. Recursive estimates are given for coefficients of both linear subsystems and for the value f(y) at any fixed y. All estimates are proved to converge to the true values with probability one. A numerical example is given justifying the theoretical analysis.
Keywords :
control nonlinearities; identification; linear systems; recursive estimation; stochastic processes; Wiener-Hammerstein system; cascade; linear subsystem; recursive estimates; recursive identification; static nonlinearity; Analytical models; Approximation methods; Biological system modeling; Convergence; Noise; Polynomials; Stochastic processes; α-mixing; Nonparametric method; Recursive estimates; Stochastic approximation; Strongly consistent; Wiener-Hammerstein system;
Conference_Titel :
Control Conference (CCC), 2011 30th Chinese
Conference_Location :
Yantai
Print_ISBN :
978-1-4577-0677-6
Electronic_ISBN :
1934-1768
