Continuous-time Hammerstein system identification

Author

Greblicki, Wlodzimierz

Author_Institution

Inst. of Eng. Cybern., Wroclaw Univ. of Technol., Poland

Volume

45

Issue

6

fYear

2000

fDate

6/1/2000 12:00:00 AM

Firstpage

1232

Lastpage

1236

Abstract

A continuous-time Hammerstein system, i.e., a system consisting of a nonlinear memoryless subsystem followed by a linear dynamic one, is identified. The system is driven and disturbed by white random signals. The a priori information about both subsystems is nonparametric, which means that functional forms of both the nonlinear characteristic and the impulse response of the dynamic subsystem are unknown. An algorithm to estimate the nonlinearity is presented and its pointwise convergence to the true characteristic is shown. The impulse response of the dynamic part is recovered with a correlation method. The algorithms are computationally independent. Results of a simulation example are given

Keywords

continuous time systems; convergence; identification; nonparametric statistics; transient response; continuous-time Hammerstein system identification; impulse response; linear dynamic system; nonlinear characteristic; nonlinear memoryless subsystem; nonparametric a priori information; pointwise convergence; white random signals; Brain modeling; Computational modeling; Convergence; Correlation; Nonlinear dynamical systems; Nonlinear equations; Polynomials; Random processes; System identification; Vehicle dynamics;

fLanguage

English

Journal_Title

Automatic Control, IEEE Transactions on

Publisher

ieee

ISSN

0018-9286

Type

jour

DOI

10.1109/9.863614

Filename

863614