4.5 Article

Auxiliary model-based least-squares identification methods for Hammerstein output-error systems

期刊

SYSTEMS & CONTROL LETTERS
卷 56, 期 5, 页码 373-380

出版社

ELSEVIER SCIENCE BV
DOI: 10.1016/j.sysconle.2006.10.026

关键词

recursive identification; parameter estimation; least squares; multi-innovation identification; hierarchical identification; auxiliary model; convergence properties; stochastic gradient; Hammerstein models; Wiener models; Martingale convergence theorem

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The difficulty in identification of a Hammerstein (a linear dynamical block following a memoryless nonlinear block) nonlinear output-error model is that the information vector in the identification model contains unknown variables-the noise-free (true) outputs of the system. In this paper, an auxiliary model-based least-squares identification algorithm is developed. The basic idea is to replace the unknown variables by the output of an auxiliary model. Convergence analysis of the algorithm indicates that the parameter estimation error consistently converges to zero under a generalized persistent excitation condition. The simulation results show the effectiveness of the proposed algorithms. (C) 2006 Elsevier B.V. All rights reserved.

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