Title :
Recursive Identification for Hammerstein System With ARX Subsystem
Author :
Zhao, Wen-Xiao ; Chen, Han-Fu
Author_Institution :
Inst. of Syst. Sci., Acad. Sinica, Beijing
Abstract :
Identification is considered for the Hammerstein system consisting of a static nonlinear block f(middot) followed by an ARX subsystem, when the system output is observed with noise. No assumption is made on the structure of f(middot). Recursive estimates are given for coefficients of the ARX subsystem and for the value of f(u) at any u. All estimates are proved to converge to the true values with probability one. Numerical examples are provided justifying the theoretical analysis
Keywords :
matrix algebra; nonlinear systems; recursive estimation; ARX subsystem; Hammerstein system; recursive estimation; recursive identification; static nonlinear block; Approximation methods; Automatic control; Control systems; Laboratories; Linear systems; Nonlinear systems; Recursive estimation; Signal processing; Stochastic resonance; Stochastic systems; ARX; Hammerstein system; nonparametric nonlinearity; recursive estimate; stochastic approximation; strong consistency;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2006.886502
