4.7 Article

Wiener system identification with generalized orthonormal basis functions

Journal

AUTOMATICA
Volume 50, Issue 12, Pages 3147-3154

Publisher

PERGAMON-ELSEVIER SCIENCE LTD
DOI: 10.1016/j.automatica.2014.10.010

Keywords

Dynamic systems; Nonlinear systems; Orthonormal basis functions; System identification; Wiener systems

Funding

  1. ERC advanced grant SNLSID [320378]
  2. European Research Council (ERC) [320378] Funding Source: European Research Council (ERC)

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Many nonlinear systems can be described by a Wiener-Schetzen model. In this model, the linear dynamics are formulated in terms of orthonormal basis functions (OBFs). The nonlinearity is modeled by a multivariate polynomial. In general, an infinite number of OBFs are needed for an exact representation of the system. This paper considers the approximation of a Wiener system with finite-order infinite impulse response dynamics and a polynomial nonlinearity. We propose to use a limited number of generalized OBFs (GOBFs). The pole locations, needed to construct the GOBFs, are estimated via the best linear approximation of the system. The coefficients of the multivariate polynomial are determined with a linear regression. This paper provides a convergence analysis for the proposed identification scheme. It is shown that the estimated output converges in probability to the exact output. Fast convergence rates, in the order O-p(N-F (-nrep/2)), can be achieved, with N-F the number of excited frequencies and n(rep) the number of repetitions of the GOBFs. (C) 2014 Elsevier Ltd. All rights reserved.

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