Title :
Nonlinear identification in the presence of correlated noise using a Hammerstein model
Author :
Haist, Neil D. ; Chang, Frank ; Luus, Rein
Author_Institution :
University of Toronto, Toronto, Canada
fDate :
10/1/1973 12:00:00 AM
Abstract :
A simple iterative technique for the estimation of parameters in a Hammerstein model is developed for the case when noise in the output data is correlated. Asymptotically unbiased estimates are obtained rapidly by employing a systematic procedure for the determination of a scalar stepping factor at each iteration.
Keywords :
Nonlinear systems, stochastic; Parameter estimation; Stochastic systems, nonlinear; Automatic control; Computational modeling; Computer simulation; Control systems; Estimation error; Linear systems; Numerical analysis; Random variables; System identification; White noise;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1973.1100402
